+1,815.4%
TSM vs TECH
+179.6%
+1,635.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | +4.8% | -0.1% | +4.8% | +4.8% |
| 30D | +4.0% | +0.3% | +3.7% | +3.9% |
| 3M | +2.0% | +32.9% | -31.0% | -8.0% |
| 6M | +25.5% | +32.1% | -6.6% | +11.3% |
| YTD | +44.0% | +23.4% | +20.6% | +30.0% |
| 1Y | +75.4% | +34.1% | +41.4% | +52.2% |
| 3Y | +406.7% | +2.2% | +404.6% | +363.3% |
| 5Y | +285.0% | -41.8% | +326.8% | +330.4% |
| 10Y | +1,815.4% | +188.9% | +1,626.5% | +1,011.2% |
| All | +1,815.4% | +179.6% | +1,635.8% | +1,011.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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