+236.4%
TSM vs TECH
-40.1%
+276.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.2% | +6.2% | +6.3% |
| 7D | -7.6% | +0.2% | -7.7% | -7.6% |
| 30D | -20.5% | +0.3% | -20.8% | -20.6% |
| 3M | -10.0% | +1.3% | -11.3% | -10.3% |
| 6M | -10.1% | +54.0% | -64.0% | -20.5% |
| YTD | +24.5% | +24.3% | +0.2% | +14.7% |
| 1Y | +31.2% | +25.8% | +5.4% | +20.1% |
| 3Y | +322.0% | +26.0% | +296.0% | +266.4% |
| All | +236.4% | -40.1% | +276.5% | +242.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling