+277.6%
TSM vs STX
+1,047.5%
-769.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.7% | +1.0% | -0.7% |
| 7D | +2.6% | +8.0% | -5.3% | -0.2% |
| 30D | +1.4% | +5.1% | -3.7% | -1.0% |
| 3M | +5.0% | +5.8% | -0.8% | +0.5% |
| 6M | +24.0% | +124.9% | -101.0% | -11.1% |
| YTD | +41.6% | +213.9% | -172.3% | -13.0% |
| 1Y | +66.2% | +350.4% | -284.2% | -14.5% |
| 3Y | +398.2% | +1,314.2% | -916.0% | +53.4% |
| 5Y | +277.6% | +1,092.8% | -815.2% | +23.5% |
| All | +277.6% | +1,047.5% | -769.9% | +23.5% |
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