+290.7%
TSM vs EFX
-35.1%
+325.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.1% | +5.4% | +3.3% |
| 7D | +6.0% | -7.8% | +13.9% | +8.5% |
| 30D | +4.5% | -5.7% | +10.2% | +6.0% |
| 3M | +3.1% | +2.5% | +0.6% | +0.2% |
| 6M | +30.2% | -16.7% | +46.9% | +36.0% |
| YTD | +45.2% | -20.2% | +65.4% | +52.9% |
| 1Y | +79.6% | -31.4% | +110.9% | +100.3% |
| 3Y | +411.0% | -10.5% | +421.5% | +383.8% |
| 5Y | +290.7% | -35.2% | +325.9% | +312.3% |
| All | +290.7% | -35.1% | +325.8% | +312.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling