+398.4%
TSM vs SOXX
+216.6%
+181.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.1% | +0.5% |
| 7D | +2.6% | +3.0% | -0.4% | +0.2% |
| 30D | +1.4% | -3.1% | +4.6% | +3.9% |
| 3M | +5.0% | -4.4% | +9.4% | +7.0% |
| 6M | +24.0% | +52.9% | -28.9% | -17.2% |
| YTD | +41.6% | +72.0% | -30.4% | -14.7% |
| 1Y | +66.2% | +105.1% | -38.9% | -14.3% |
| All | +398.4% | +216.6% | +181.8% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling