+1,815.4%
TSM vs EL
+28.8%
+1,786.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | +0.1% |
| 7D | +4.8% | -2.4% | +7.1% | +5.5% |
| 30D | +4.0% | +13.7% | -9.6% | -0.7% |
| 3M | +2.0% | +14.5% | -12.5% | -3.2% |
| 6M | +25.5% | +7.4% | +18.1% | +20.3% |
| YTD | +44.0% | -4.7% | +48.7% | +41.6% |
| 1Y | +75.4% | +12.9% | +62.5% | +61.7% |
| 3Y | +406.7% | -32.2% | +439.0% | +420.0% |
| 5Y | +285.0% | -68.4% | +353.4% | +440.4% |
| 10Y | +1,815.4% | +28.3% | +1,787.1% | +1,464.4% |
| All | +1,815.4% | +28.8% | +1,786.5% | +1,464.4% |
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