+397.0%
TSM vs BE
+1,610.9%
-1,213.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.4% | -4.5% | +1.7% |
| 7D | +2.7% | +20.0% | -17.2% | -0.2% |
| 30D | +3.6% | +7.9% | -4.3% | +2.1% |
| 3M | -3.4% | -13.2% | +9.8% | -3.1% |
| 6M | +20.6% | +53.5% | -32.8% | +10.1% |
| YTD | +41.9% | +191.0% | -149.2% | +18.2% |
| 1Y | +84.4% | +360.5% | -276.1% | +42.0% |
| All | +397.0% | +1,610.9% | -1,213.9% | +218.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BE.
Daily Out/Under-Performance
Portfolio return minus BE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BE 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 3y: compounded portfolio wealth divided by compounded BE 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…
3y analysis · Full analysis span regression · 6 months rolling