+9,925.4%
TSM vs EFV
+258.8%
+9,666.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +3.0% |
| 7D | +2.7% | +1.5% | +1.2% | +1.4% |
| 30D | +3.6% | +1.7% | +1.9% | +2.0% |
| 3M | -3.4% | +8.6% | -12.0% | -9.9% |
| 6M | +20.6% | +11.7% | +8.9% | +10.1% |
| YTD | +41.9% | +19.3% | +22.6% | +22.5% |
| 1Y | +84.4% | +30.2% | +54.2% | +47.7% |
| 3Y | +380.2% | +91.6% | +288.6% | +177.8% |
| 5Y | +275.3% | +96.4% | +178.9% | +114.2% |
| 10Y | +1,751.4% | +166.5% | +1,584.9% | +721.2% |
| All | +9,925.4% | +258.8% | +9,666.6% | +3,416.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling