+273.1%
TSM vs ED
+67.1%
+206.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +2.4% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +3.6% | -0.1% | +3.7% | +3.6% |
| 3M | -3.4% | +3.9% | -7.3% | -2.0% |
| 6M | +20.6% | -3.0% | +23.6% | +20.4% |
| YTD | +41.9% | +10.7% | +31.2% | +46.4% |
| 1Y | +84.4% | +13.3% | +71.0% | +91.7% |
| 3Y | +380.2% | +34.5% | +345.7% | +398.6% |
| All | +273.1% | +67.1% | +206.1% | +299.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling