+1,672.6%
TSM vs EMR
+279.1%
+1,393.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.8% | -1.9% |
| 7D | +14.8% | +2.7% | +12.2% | +13.2% |
| 30D | -8.9% | +2.1% | -11.0% | -9.7% |
| 3M | -5.3% | +2.3% | -7.5% | -6.2% |
| 6M | +2.6% | +22.5% | -19.9% | -7.7% |
| YTD | +34.5% | +27.2% | +7.3% | +17.7% |
| 1Y | +41.0% | +28.0% | +13.0% | +22.9% |
| 3Y | +333.1% | +103.4% | +229.7% | +197.7% |
| 5Y | +270.1% | +88.2% | +181.9% | +160.9% |
| All | +1,672.6% | +279.1% | +1,393.5% | +835.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling