+79.6%
TSM vs ED
+14.2%
+65.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +3.2% |
| 7D | +6.0% | +0.5% | +5.5% | +6.5% |
| 30D | +4.5% | +1.1% | +3.4% | +5.6% |
| 3M | +3.1% | +4.6% | -1.5% | +7.4% |
| 6M | +30.2% | -2.0% | +32.2% | +30.4% |
| YTD | +45.2% | +11.7% | +33.5% | +59.2% |
| 1Y | +79.6% | +15.7% | +63.8% | +97.9% |
| All | +79.6% | +14.2% | +65.3% | +97.9% |
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