+36.0%
TSM vs ED
+27.1%
+8.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.0% | -5.2% | +0.4% |
| 7D | -10.0% | +5.4% | -15.3% | -5.5% |
| 30D | -18.5% | +16.4% | -34.9% | -6.8% |
| 3M | -4.9% | +11.9% | -16.8% | +5.2% |
| 6M | -1.0% | +11.6% | -12.5% | +10.4% |
| YTD | +31.3% | +24.1% | +7.1% | +57.5% |
| 1Y | +36.0% | +26.9% | +9.1% | +66.5% |
| All | +36.0% | +27.1% | +8.9% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling