-10.1%
TSM vs EAT
+39.5%
-49.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.9% | +9.2% | +6.5% |
| 7D | -7.6% | -2.6% | -4.9% | -7.3% |
| 30D | -20.5% | +11.5% | -32.0% | -20.6% |
| 3M | -10.0% | -9.1% | -0.9% | -9.6% |
| 6M | -10.1% | +40.4% | -50.5% | -15.8% |
| All | -10.1% | +39.5% | -49.5% | -15.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling