+84.4%
TSM vs EL
+14.8%
+69.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.0% | -0.1% | +2.4% |
| 7D | +2.7% | +0.8% | +1.9% | +2.6% |
| 30D | +3.6% | +19.8% | -16.2% | +0.6% |
| 3M | -3.4% | +25.7% | -29.1% | -7.0% |
| 6M | +20.6% | +5.4% | +15.2% | +18.5% |
| YTD | +41.9% | +0.2% | +41.7% | +37.0% |
| 1Y | +84.4% | +20.4% | +63.9% | +73.2% |
| All | +84.4% | +14.8% | +69.6% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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