+13,634.3%
TSM vs ED
+1,086.6%
+12,547.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.3% | +4.2% | +3.1% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | +3.6% | -0.1% | +3.7% | +3.6% |
| 3M | -3.4% | +3.9% | -7.3% | -4.6% |
| 6M | +20.6% | -3.0% | +23.6% | +20.8% |
| YTD | +41.9% | +10.7% | +31.2% | +37.6% |
| 1Y | +84.4% | +13.3% | +71.0% | +77.3% |
| 3Y | +380.2% | +34.5% | +345.7% | +329.3% |
| 5Y | +275.3% | +67.1% | +208.2% | +209.7% |
| 10Y | +1,751.4% | +103.0% | +1,648.3% | +1,272.5% |
| All | +13,634.3% | +1,086.6% | +12,547.8% | +3,223.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling