+1,672.6%
TSM vs TECH
+187.7%
+1,484.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | +14.8% | +0.2% | +14.6% | +14.7% |
| 30D | -8.9% | +0.5% | -9.4% | -9.0% |
| 3M | -5.3% | +1.0% | -6.2% | -5.5% |
| 6M | +2.6% | +54.1% | -51.5% | -12.1% |
| YTD | +34.5% | +24.4% | +10.1% | +21.1% |
| 1Y | +41.0% | +19.3% | +21.7% | +28.6% |
| 3Y | +333.1% | +28.5% | +304.6% | +261.2% |
| 5Y | +270.1% | -41.0% | +311.0% | +313.7% |
| All | +1,672.6% | +187.7% | +1,484.9% | +933.9% |
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