+322.0%
TSM vs ECL
+78.2%
+243.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +6.8% |
| 7D | -7.6% | -0.8% | -6.8% | -7.3% |
| 30D | -20.5% | +8.1% | -28.6% | -22.4% |
| 3M | -10.0% | +6.4% | -16.3% | -11.8% |
| 6M | -10.1% | +14.8% | -24.8% | -14.7% |
| YTD | +24.5% | +15.5% | +9.1% | +18.1% |
| 1Y | +31.2% | +20.1% | +11.1% | +22.4% |
| 3Y | +322.0% | +77.8% | +244.2% | +244.7% |
| All | +322.0% | +78.2% | +243.8% | +244.7% |
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