+1,753.6%
TSM vs EMR
+268.7%
+1,484.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.6% |
| 7D | +6.0% | +3.1% | +3.0% | +4.4% |
| 30D | +4.5% | -3.5% | +8.0% | +6.4% |
| 3M | +3.1% | +9.8% | -6.7% | -1.9% |
| 6M | +30.2% | +10.8% | +19.4% | +23.2% |
| YTD | +45.2% | +15.9% | +29.3% | +33.3% |
| 1Y | +79.6% | +16.4% | +63.1% | +64.1% |
| 3Y | +411.0% | +62.1% | +348.9% | +293.2% |
| 5Y | +290.7% | +62.9% | +227.8% | +195.7% |
| 10Y | +1,753.6% | +267.8% | +1,485.8% | +916.9% |
| All | +1,753.6% | +268.7% | +1,484.9% | +916.9% |
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