+1,789.0%
TSM vs EFV
+167.8%
+1,621.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | +0.1% |
| 7D | +4.8% | -0.5% | +5.3% | +5.3% |
| 30D | +4.0% | 0.0% | +4.0% | +4.0% |
| 3M | +2.0% | +8.4% | -6.4% | -5.8% |
| 6M | +25.5% | +12.3% | +13.2% | +12.2% |
| YTD | +44.0% | +17.4% | +26.6% | +23.4% |
| 1Y | +75.4% | +27.1% | +48.3% | +39.0% |
| 3Y | +406.7% | +90.7% | +316.0% | +170.9% |
| 5Y | +285.0% | +95.6% | +189.4% | +101.6% |
| All | +1,789.0% | +167.8% | +1,621.2% | +683.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling