+330.4%
TSM vs ECL
+79.8%
+250.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.6% | -3.3% | -2.1% |
| 7D | +6.2% | +2.9% | +3.3% | +5.4% |
| 30D | -7.3% | +7.5% | -14.8% | -9.2% |
| 3M | -7.1% | +12.2% | -19.4% | -10.4% |
| 6M | +0.2% | +24.6% | -24.3% | -7.7% |
| YTD | +32.2% | +18.8% | +13.5% | +24.5% |
| 1Y | +42.8% | +19.3% | +23.4% | +34.0% |
| 3Y | +330.4% | +78.2% | +252.2% | +266.8% |
| All | +330.4% | +79.8% | +250.6% | +266.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling