+8,662.2%
TSM vs SOXX
+2,588.3%
+6,073.8%
-71.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.4% |
| 7D | +4.8% | +6.1% | -1.3% | -0.2% |
| 30D | +4.0% | +0.5% | +3.5% | +3.5% |
| 3M | +2.0% | -5.3% | +7.3% | +5.0% |
| 6M | +25.5% | +58.3% | -32.8% | -17.5% |
| YTD | +44.0% | +76.8% | -32.8% | -13.9% |
| 1Y | +75.4% | +114.6% | -39.2% | -11.0% |
| 3Y | +406.7% | +229.6% | +177.1% | +77.9% |
| 5Y | +285.0% | +257.3% | +27.7% | +21.7% |
| 10Y | +1,815.4% | +1,583.2% | +232.1% | +52.8% |
| All | +8,662.2% | +2,588.3% | +6,073.8% | +286.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling