+36.0%
TSM vs EFV
+25.8%
+10.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +3.1% | -5.4% | -5.7% |
| 7D | -10.0% | +2.9% | -12.8% | -12.9% |
| 30D | -18.5% | +3.6% | -22.1% | -21.8% |
| 3M | -4.9% | -0.1% | -4.8% | -4.8% |
| 6M | -1.0% | +9.6% | -10.6% | -11.3% |
| YTD | +31.3% | +17.0% | +14.3% | +10.8% |
| 1Y | +36.0% | +25.7% | +10.4% | +10.0% |
| All | +36.0% | +25.8% | +10.2% | +10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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