+1,757.2%
TSM vs EFV
+167.0%
+1,590.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.4% |
| 7D | +2.6% | -2.0% | +4.6% | +4.7% |
| 30D | +1.4% | -0.2% | +1.6% | +1.6% |
| 3M | +5.0% | +9.1% | -4.2% | -3.8% |
| 6M | +24.0% | +11.7% | +12.3% | +11.4% |
| YTD | +41.6% | +17.0% | +24.5% | +21.7% |
| 1Y | +66.2% | +26.7% | +39.5% | +32.1% |
| 3Y | +398.2% | +90.2% | +308.1% | +167.1% |
| 5Y | +277.6% | +96.1% | +181.5% | +97.4% |
| All | +1,757.2% | +167.0% | +1,590.1% | +672.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling