+13,171.6%
TSM vs EL
+1,239.3%
+11,932.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.0% | +5.2% | +4.6% |
| 7D | +4.4% | +0.3% | +4.2% | +4.5% |
| 30D | -7.0% | +12.3% | -19.3% | -11.2% |
| 3M | -1.8% | +28.4% | -30.2% | -11.9% |
| 6M | +2.7% | +36.7% | -34.0% | -11.1% |
| YTD | +37.1% | +8.4% | +28.7% | +27.0% |
| 1Y | +43.5% | +25.4% | +18.0% | +25.1% |
| 3Y | +341.5% | +3.4% | +338.1% | +279.0% |
| 5Y | +278.9% | -64.8% | +343.6% | +398.0% |
| 10Y | +1,641.8% | +63.0% | +1,578.8% | +1,026.3% |
| All | +13,171.6% | +1,239.3% | +11,932.3% | +1,575.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling