+1,753.6%
TSM vs STX
+3,658.4%
-1,904.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.5% | -4.1% | +0.1% |
| 7D | +6.0% | +10.7% | -4.7% | +2.3% |
| 30D | +4.5% | +11.3% | -6.8% | +0.1% |
| 3M | +3.1% | +3.2% | -0.1% | -0.2% |
| 6M | +30.2% | +157.0% | -126.8% | -9.1% |
| YTD | +45.2% | +229.2% | -184.0% | -9.3% |
| 1Y | +79.6% | +381.8% | -302.3% | -4.5% |
| 3Y | +411.0% | +1,383.2% | -972.2% | +77.1% |
| 5Y | +290.7% | +1,144.9% | -854.2% | +39.1% |
| 10Y | +1,753.6% | +3,676.0% | -1,922.4% | +357.2% |
| All | +1,753.6% | +3,658.4% | -1,904.8% | +357.2% |
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