+7,069.8%
TSM vs EMB
+128.5%
+6,941.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.6% | +2.9% | +3.0% |
| 7D | -2.5% | +0.8% | -3.3% | -3.1% |
| 30D | -14.3% | +1.5% | -15.8% | -15.3% |
| 3M | -7.2% | -1.9% | -5.3% | -5.7% |
| 6M | -5.1% | -1.6% | -3.5% | -3.7% |
| YTD | +28.9% | 0.0% | +28.9% | +29.6% |
| 1Y | +37.1% | +1.1% | +36.0% | +36.8% |
| 3Y | +341.5% | +30.9% | +310.6% | +265.7% |
| 5Y | +245.7% | +7.1% | +238.6% | +228.3% |
| 10Y | +1,502.2% | +31.1% | +1,471.1% | +1,275.6% |
| All | +7,069.8% | +128.5% | +6,941.3% | +5,565.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling