+1,643.1%
TSM vs STX
+2,020.3%
-377.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.1% | +1.4% | -0.6% |
| 7D | +6.2% | +14.6% | -8.4% | +1.1% |
| 30D | -7.3% | -26.0% | +18.7% | +2.2% |
| 3M | -7.1% | -42.6% | +35.5% | +10.3% |
| 6M | +0.2% | -35.3% | +35.5% | +12.1% |
| YTD | +32.2% | +92.5% | -60.2% | -2.3% |
| 1Y | +42.8% | +102.4% | -59.6% | +3.2% |
| 3Y | +330.4% | +673.8% | -343.4% | +83.1% |
| 5Y | +263.9% | +463.1% | -199.1% | +66.4% |
| All | +1,643.1% | +2,020.3% | -377.2% | +419.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling