+265.7%
TSM vs EFV
+93.2%
+172.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -2.1% |
| 7D | +6.2% | +2.5% | +3.7% | +3.3% |
| 30D | -7.3% | +2.9% | -10.2% | -10.3% |
| 3M | -7.1% | -1.4% | -5.7% | -5.8% |
| 6M | +0.2% | +5.5% | -5.3% | -5.6% |
| YTD | +32.2% | +16.1% | +16.2% | +12.2% |
| 1Y | +42.8% | +20.3% | +22.5% | +16.4% |
| 3Y | +330.4% | +90.4% | +240.0% | +111.3% |
| All | +265.7% | +93.2% | +172.4% | +79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling