+36.0%
TSM vs STX
+119.7%
-83.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.1% | +5.9% | +0.1% |
| 7D | -10.0% | -20.2% | +10.2% | -4.0% |
| 30D | -18.5% | -37.2% | +18.7% | -7.4% |
| 3M | -4.9% | -34.1% | +29.2% | +5.5% |
| 6M | -1.0% | -24.5% | +23.5% | +4.9% |
| YTD | +31.3% | +102.9% | -71.7% | +5.7% |
| 1Y | +36.0% | +123.8% | -87.8% | +6.8% |
| All | +36.0% | +119.7% | -83.7% | +6.8% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 STX 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