+13,634.3%
TSM vs EAT
+4,370.0%
+9,264.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.6% | +2.3% | +2.7% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +3.6% | +1.9% | +1.7% | +2.9% |
| 3M | -3.4% | +68.7% | -72.0% | -14.3% |
| 6M | +20.6% | +66.9% | -46.3% | +6.5% |
| YTD | +41.9% | +60.4% | -18.5% | +26.1% |
| 1Y | +84.4% | +44.0% | +40.4% | +66.2% |
| 3Y | +380.2% | +604.7% | -224.5% | +194.7% |
| 5Y | +275.3% | +347.0% | -71.7% | +144.0% |
| 10Y | +1,751.4% | +390.8% | +1,360.6% | +905.3% |
| All | +13,634.3% | +4,370.0% | +9,264.4% | +3,274.0% |
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