+330.4%
TSM vs ED
+50.2%
+280.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.0% | -0.6% |
| 7D | +6.2% | +2.1% | +4.1% | +7.9% |
| 30D | -7.3% | +10.4% | -17.7% | +0.6% |
| 3M | -7.1% | +12.5% | -19.7% | +2.3% |
| 6M | +0.2% | +14.9% | -14.7% | +13.0% |
| YTD | +32.2% | +24.8% | +7.4% | +58.9% |
| 1Y | +42.8% | +23.8% | +19.0% | +71.1% |
| 3Y | +330.4% | +51.6% | +278.8% | +469.1% |
| All | +330.4% | +50.2% | +280.2% | +469.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling