+13,634.3%
TSM vs ECL
+3,055.9%
+10,578.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | +2.7% | -2.6% | +5.3% | +4.2% |
| 30D | +3.6% | -2.2% | +5.8% | +4.6% |
| 3M | -3.4% | +10.1% | -13.5% | -9.1% |
| 6M | +20.6% | -5.7% | +26.4% | +23.3% |
| YTD | +41.9% | +7.0% | +34.9% | +35.4% |
| 1Y | +84.4% | +2.7% | +81.7% | +78.8% |
| 3Y | +380.2% | +57.7% | +322.5% | +262.4% |
| 5Y | +275.3% | +31.1% | +244.2% | +205.3% |
| 10Y | +1,751.4% | +150.9% | +1,600.5% | +877.4% |
| All | +13,634.3% | +3,055.9% | +10,578.4% | +1,083.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling