+1,643.1%
TSM vs ECL
+197.5%
+1,445.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.4% |
| 7D | +6.2% | +2.9% | +3.3% | +4.9% |
| 30D | -7.3% | +7.5% | -14.8% | -10.3% |
| 3M | -7.1% | +12.2% | -19.4% | -12.0% |
| 6M | +0.2% | +24.6% | -24.3% | -10.0% |
| YTD | +32.2% | +18.8% | +13.5% | +21.4% |
| 1Y | +42.8% | +19.3% | +23.4% | +30.6% |
| 3Y | +330.4% | +78.2% | +252.2% | +222.6% |
| 5Y | +263.9% | +38.8% | +225.1% | +199.0% |
| All | +1,643.1% | +197.5% | +1,445.5% | +935.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling