+285.0%
TSM vs ECL
+25.4%
+259.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | 0.0% |
| 7D | +4.8% | -2.7% | +7.5% | +6.0% |
| 30D | +4.0% | -4.3% | +8.3% | +5.8% |
| 3M | +2.0% | +3.2% | -1.2% | -0.1% |
| 6M | +25.5% | -2.9% | +28.4% | +26.1% |
| YTD | +44.0% | +4.3% | +39.8% | +40.3% |
| 1Y | +75.4% | +1.6% | +73.8% | +72.0% |
| 3Y | +406.7% | +54.3% | +352.5% | +306.0% |
| 5Y | +285.0% | +26.5% | +258.5% | +212.9% |
| All | +285.0% | +25.4% | +259.6% | +212.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling