+236.4%
TSM vs STX
+447.0%
-210.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.2% | +7.5% | +6.8% |
| 7D | -7.6% | -28.5% | +20.9% | +4.0% |
| 30D | -20.5% | -42.9% | +22.4% | -3.3% |
| 3M | -10.0% | -45.9% | +35.9% | +9.9% |
| 6M | -10.1% | -41.3% | +31.2% | +4.5% |
| YTD | +24.5% | +67.9% | -43.4% | -6.0% |
| 1Y | +31.2% | +66.5% | -35.3% | -1.3% |
| 3Y | +322.0% | +588.0% | -266.0% | +64.0% |
| All | +236.4% | +447.0% | -210.6% | +38.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling