+7,526.1%
TSM vs EMB
+128.3%
+7,397.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.2% |
| 7D | +4.4% | -0.4% | +4.8% | +4.8% |
| 30D | -7.0% | +1.5% | -8.5% | -8.1% |
| 3M | -1.8% | -1.6% | -0.2% | -0.5% |
| 6M | +2.7% | -1.5% | +4.2% | +4.2% |
| YTD | +37.1% | -0.1% | +37.2% | +37.9% |
| 1Y | +43.5% | +0.5% | +42.9% | +43.7% |
| 3Y | +341.5% | +30.2% | +311.3% | +267.0% |
| 5Y | +278.9% | +8.6% | +270.3% | +256.4% |
| 10Y | +1,641.8% | +36.9% | +1,604.9% | +1,370.0% |
| All | +7,526.1% | +128.3% | +7,397.7% | +5,929.0% |
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