+84.4%
TSM vs EFX
-25.2%
+109.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.4% | +9.2% | +2.3% |
| 7D | +2.7% | -8.6% | +11.4% | +1.9% |
| 30D | +3.6% | +0.1% | +3.5% | +3.6% |
| 3M | -3.4% | +3.8% | -7.2% | -3.2% |
| 6M | +20.6% | -13.5% | +34.1% | +22.1% |
| YTD | +41.9% | -17.7% | +59.5% | +43.5% |
| 1Y | +84.4% | -25.6% | +109.9% | +87.9% |
| All | +84.4% | -25.2% | +109.6% | +87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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