+1,779.8%
TSM vs SOXX
+1,581.3%
+198.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.6% | -0.2% |
| 7D | +1.0% | +1.4% | -0.4% | -0.1% |
| 30D | +1.0% | -3.6% | +4.5% | +3.7% |
| 3M | +2.9% | -10.2% | +13.0% | +10.6% |
| 6M | +22.8% | +54.2% | -31.4% | -15.7% |
| YTD | +43.3% | +75.2% | -31.9% | -11.3% |
| 1Y | +69.2% | +107.5% | -38.3% | -8.6% |
| 3Y | +404.5% | +226.8% | +177.7% | +91.0% |
| 5Y | +282.2% | +251.2% | +31.0% | +33.0% |
| All | +1,779.8% | +1,581.3% | +198.4% | +108.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling