+84.4%
TSM vs ECL
+3.0%
+81.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | +2.7% | -2.6% | +5.3% | +3.1% |
| 30D | +3.6% | -2.2% | +5.8% | +3.9% |
| 3M | -3.4% | +10.1% | -13.5% | -6.5% |
| 6M | +20.6% | -5.7% | +26.4% | +20.1% |
| YTD | +41.9% | +7.0% | +34.9% | +42.3% |
| 1Y | +84.4% | +2.7% | +81.7% | +87.4% |
| All | +84.4% | +3.0% | +81.3% | +87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 1y: compounded portfolio wealth divided by compounded ECL 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…
1y analysis · Full analysis span regression · 6 months rolling