+42.8%
TSM vs EMR
+29.1%
+13.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +6.2% | +2.8% | +3.4% | +4.3% |
| 30D | -7.3% | +3.7% | -10.9% | -8.9% |
| 3M | -7.1% | +2.0% | -9.2% | -8.0% |
| 6M | +0.2% | +22.1% | -21.9% | -10.2% |
| YTD | +32.2% | +27.2% | +5.0% | +12.6% |
| 1Y | +42.8% | +32.0% | +10.8% | +19.9% |
| All | +42.8% | +29.1% | +13.7% | +19.9% |
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 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