+36.0%
TSM vs EMR
+25.6%
+10.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.4% | -4.7% | -3.6% |
| 7D | -10.0% | +1.6% | -11.6% | -10.8% |
| 30D | -18.5% | +5.0% | -23.5% | -20.7% |
| 3M | -4.9% | +7.7% | -12.5% | -9.0% |
| 6M | -1.0% | +26.8% | -27.7% | -13.2% |
| YTD | +31.3% | +29.9% | +1.4% | +10.3% |
| 1Y | +36.0% | +25.7% | +10.3% | +15.6% |
| All | +36.0% | +25.6% | +10.4% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 1y: compounded portfolio wealth divided by compounded EMR 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…
1y analysis · Full analysis span regression · 6 months rolling