+1,598.5%
TSM vs EL
+60.9%
+1,537.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +1.9% |
| 7D | -2.1% | +7.6% | -9.7% | -4.2% |
| 30D | -12.5% | +15.7% | -28.2% | -16.6% |
| 3M | -5.0% | +30.5% | -35.5% | -13.4% |
| 6M | -3.2% | +32.5% | -35.8% | -13.0% |
| YTD | +31.5% | +9.4% | +22.0% | +23.4% |
| 1Y | +35.7% | +28.4% | +7.3% | +20.3% |
| 3Y | +323.5% | +4.4% | +319.0% | +269.9% |
| 5Y | +263.4% | -64.5% | +327.9% | +392.5% |
| 10Y | +1,598.5% | +64.9% | +1,533.6% | +1,236.9% |
| All | +1,598.5% | +60.9% | +1,537.6% | +1,236.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling