+411.0%
TSM vs EAT
+612.9%
-201.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.4% | +5.7% | +2.9% |
| 7D | +6.0% | -4.9% | +10.9% | +6.9% |
| 30D | +4.5% | -1.2% | +5.7% | +4.5% |
| 3M | +3.1% | +52.2% | -49.1% | -5.0% |
| 6M | +30.2% | +65.0% | -34.8% | +17.7% |
| YTD | +45.2% | +55.0% | -9.8% | +32.5% |
| 1Y | +79.6% | +42.1% | +37.5% | +66.0% |
| 3Y | +411.0% | +614.7% | -203.7% | +238.1% |
| All | +411.0% | +612.9% | -201.9% | +238.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling