+236.4%
TSM vs ECL
+37.7%
+198.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +7.0% |
| 7D | -7.6% | -0.8% | -6.8% | -7.3% |
| 30D | -20.5% | +8.1% | -28.6% | -23.1% |
| 3M | -10.0% | +6.4% | -16.3% | -12.5% |
| 6M | -10.1% | +14.8% | -24.8% | -15.9% |
| YTD | +24.5% | +15.5% | +9.1% | +16.2% |
| 1Y | +31.2% | +20.1% | +11.1% | +20.0% |
| 3Y | +322.0% | +77.8% | +244.2% | +217.3% |
| All | +236.4% | +37.7% | +198.7% | +159.2% |
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