+13,634.3%
TSM vs EME
+18,081.7%
-4,447.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.1% | +2.1% |
| 7D | +2.7% | +1.9% | +0.8% | +2.0% |
| 30D | +3.6% | -8.3% | +11.9% | +7.2% |
| 3M | -3.4% | -10.7% | +7.4% | +0.8% |
| 6M | +20.6% | +1.9% | +18.7% | +19.2% |
| YTD | +41.9% | +23.5% | +18.4% | +29.6% |
| 1Y | +84.4% | +18.0% | +66.4% | +69.6% |
| 3Y | +380.2% | +236.1% | +144.1% | +190.1% |
| 5Y | +275.3% | +527.9% | -252.5% | +76.0% |
| 10Y | +1,751.4% | +1,252.8% | +498.6% | +503.6% |
| All | +13,634.3% | +18,081.7% | -4,447.3% | +1,532.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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