+36.0%
TSM vs SOXX
+50.4%
-14.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.1% | +0.9% | -0.1% |
| 7D | -10.0% | -13.7% | +3.7% | -0.6% |
| 30D | -18.5% | -23.6% | +5.1% | -2.5% |
| 3M | -4.9% | -16.9% | +12.0% | +7.2% |
| 6M | -1.0% | -2.4% | +1.4% | -3.4% |
| YTD | +31.3% | +49.8% | -18.6% | -9.2% |
| 1Y | +36.0% | +52.5% | -16.5% | -6.9% |
| All | +36.0% | +50.4% | -14.4% | -6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SOXX.
Daily Out/Under-Performance
Portfolio return minus SOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOXX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded SOXX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling