+236.4%
TSM vs EL
-66.1%
+302.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.1% | +5.8% |
| 7D | -7.6% | +0.8% | -8.3% | -7.7% |
| 30D | -20.5% | +16.5% | -37.0% | -23.7% |
| 3M | -10.0% | +29.2% | -39.2% | -16.4% |
| 6M | -10.1% | +27.9% | -38.0% | -16.8% |
| YTD | +24.5% | +6.2% | +18.3% | +19.2% |
| 1Y | +31.2% | +27.2% | +4.0% | +18.9% |
| 3Y | +322.0% | +3.2% | +318.8% | +271.6% |
| All | +236.4% | -66.1% | +302.5% | +372.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling