+11,954.4%
TSM vs EL
+1,212.2%
+10,742.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.2% | +4.1% | +5.5% |
| 7D | -7.6% | +0.8% | -8.3% | -7.8% |
| 30D | -20.5% | +16.5% | -37.0% | -25.2% |
| 3M | -10.0% | +29.2% | -39.2% | -19.5% |
| 6M | -10.1% | +27.9% | -38.0% | -20.1% |
| YTD | +24.5% | +6.2% | +18.3% | +16.2% |
| 1Y | +31.2% | +27.2% | +4.0% | +13.7% |
| 3Y | +322.0% | +3.2% | +318.8% | +262.0% |
| 5Y | +245.3% | -66.0% | +311.2% | +360.3% |
| 10Y | +1,465.8% | +58.3% | +1,407.5% | +924.5% |
| All | +11,954.4% | +1,212.2% | +10,742.2% | +1,433.5% |
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