+75.4%
TSM vs EMR
+15.1%
+60.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | +4.8% | +0.9% | +3.9% | +4.3% |
| 30D | +4.0% | -5.0% | +9.0% | +6.9% |
| 3M | +2.0% | +5.9% | -3.9% | -1.5% |
| 6M | +25.5% | +7.3% | +18.2% | +18.8% |
| YTD | +44.0% | +14.6% | +29.4% | +29.1% |
| 1Y | +75.4% | +15.6% | +59.8% | +56.0% |
| All | +75.4% | +15.1% | +60.3% | +56.0% |
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