+1,753.6%
TSM vs ECL
+153.2%
+1,600.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +6.0% | -0.8% | +6.8% | +6.4% |
| 30D | +4.5% | -2.5% | +7.0% | +5.5% |
| 3M | +3.1% | +8.3% | -5.2% | -1.2% |
| 6M | +30.2% | -1.1% | +31.3% | +29.8% |
| YTD | +45.2% | +6.5% | +38.7% | +40.0% |
| 1Y | +79.6% | +2.1% | +77.5% | +75.6% |
| 3Y | +411.0% | +57.6% | +353.4% | +303.9% |
| 5Y | +290.7% | +28.1% | +262.7% | +232.1% |
| 10Y | +1,753.6% | +153.2% | +1,600.4% | +1,014.5% |
| All | +1,753.6% | +153.2% | +1,600.4% | +1,014.5% |
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