+1,815.4%
TSM vs EAT
+370.1%
+1,445.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.3% |
| 7D | +4.8% | -6.8% | +11.6% | +6.0% |
| 30D | +4.0% | -5.4% | +9.4% | +4.8% |
| 3M | +2.0% | +42.8% | -40.8% | -4.7% |
| 6M | +25.5% | +56.5% | -31.0% | +14.9% |
| YTD | +44.0% | +50.0% | -6.0% | +32.5% |
| 1Y | +75.4% | +38.3% | +37.2% | +62.7% |
| 3Y | +406.7% | +591.6% | -184.9% | +246.5% |
| 5Y | +285.0% | +312.6% | -27.6% | +175.9% |
| 10Y | +1,815.4% | +381.4% | +1,433.9% | +1,132.1% |
| All | +1,815.4% | +370.1% | +1,445.3% | +1,132.1% |
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