+1,643.1%
TSM vs EAT
+320.8%
+1,322.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.7% |
| 7D | +6.2% | -4.0% | +10.2% | +6.9% |
| 30D | -7.3% | -2.9% | -4.4% | -7.0% |
| 3M | -7.1% | -16.9% | +9.8% | -4.7% |
| 6M | +0.2% | +57.0% | -56.7% | -8.4% |
| YTD | +32.2% | +38.2% | -5.9% | +22.8% |
| 1Y | +42.8% | +69.3% | -26.5% | +27.7% |
| 3Y | +330.4% | +483.0% | -152.6% | +201.6% |
| 5Y | +263.9% | +364.1% | -100.2% | +156.1% |
| All | +1,643.1% | +320.8% | +1,322.3% | +1,012.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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