+7,792.0%
TSM vs EMB
+132.1%
+7,659.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.8% |
| 3M | -3.4% | -0.4% | -3.0% | -2.9% |
| 6M | +20.6% | +0.1% | +20.5% | +21.0% |
| YTD | +41.9% | +1.6% | +40.3% | +40.8% |
| 1Y | +84.4% | +5.6% | +78.8% | +77.8% |
| 3Y | +380.2% | +29.8% | +350.4% | +299.4% |
| 5Y | +275.3% | +7.3% | +268.1% | +255.0% |
| 10Y | +1,751.4% | +30.4% | +1,721.0% | +1,483.1% |
| All | +7,792.0% | +132.1% | +7,659.8% | +6,056.4% |
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