+1,570.7%
TSM vs STX
+1,985.1%
-414.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.3% |
| 7D | -2.1% | -17.3% | +15.2% | +4.3% |
| 30D | -12.5% | -35.9% | +23.4% | +1.4% |
| 3M | -5.0% | -37.3% | +32.3% | +9.4% |
| 6M | -3.2% | -35.8% | +32.6% | +8.5% |
| YTD | +31.5% | +82.7% | -51.2% | -0.9% |
| 1Y | +35.7% | +71.6% | -35.9% | +4.0% |
| 3Y | +323.5% | +635.3% | -311.8% | +83.8% |
| 5Y | +263.4% | +483.8% | -220.4% | +64.7% |
| All | +1,570.7% | +1,985.1% | -414.4% | +410.0% |
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