+11,954.4%
TSM vs EAT
+3,910.8%
+8,043.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.9% | +9.2% | +6.9% |
| 7D | -7.6% | -2.6% | -4.9% | -7.1% |
| 30D | -20.5% | +11.5% | -32.0% | -22.6% |
| 3M | -10.0% | -9.1% | -0.9% | -8.9% |
| 6M | -10.1% | +40.4% | -50.5% | -17.7% |
| YTD | +24.5% | +43.9% | -19.4% | +12.6% |
| 1Y | +31.2% | +101.9% | -70.8% | +9.7% |
| 3Y | +322.0% | +489.9% | -167.9% | +168.3% |
| 5Y | +245.3% | +362.6% | -117.4% | +122.4% |
| 10Y | +1,465.8% | +385.7% | +1,080.1% | +744.3% |
| All | +11,954.4% | +3,910.8% | +8,043.6% | +2,912.9% |
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