+12,629.9%
TSM vs EAT
+3,689.0%
+8,940.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.1% | +6.1% | +2.9% |
| 7D | -2.1% | -5.9% | +3.9% | -0.9% |
| 30D | -12.5% | +0.7% | -13.2% | -13.0% |
| 3M | -5.0% | -14.2% | +9.2% | -2.7% |
| 6M | -3.2% | +40.7% | -43.9% | -11.5% |
| YTD | +31.5% | +36.0% | -4.5% | +20.3% |
| 1Y | +35.7% | +83.1% | -47.4% | +15.8% |
| 3Y | +323.5% | +474.8% | -151.3% | +170.6% |
| 5Y | +263.4% | +347.6% | -84.2% | +135.6% |
| 10Y | +1,598.5% | +321.5% | +1,277.0% | +847.7% |
| All | +12,629.9% | +3,689.0% | +8,940.9% | +3,118.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling