+273.1%
TSM vs EMB
+7.4%
+265.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.8% | +2.8% |
| 7D | +2.7% | 0.0% | +2.7% | +2.7% |
| 30D | +3.6% | -0.3% | +3.9% | +4.0% |
| 3M | -3.4% | -0.4% | -3.0% | -2.6% |
| 6M | +20.6% | +0.1% | +20.5% | +21.2% |
| YTD | +41.9% | +1.6% | +40.3% | +40.0% |
| 1Y | +84.4% | +5.6% | +78.8% | +73.6% |
| 3Y | +380.2% | +29.8% | +350.4% | +258.5% |
| All | +273.1% | +7.4% | +265.8% | +252.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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