+236.4%
TSM vs EMR
+80.8%
+155.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.4% |
| 7D | -7.6% | -1.6% | -6.0% | -6.5% |
| 30D | -20.5% | +2.0% | -22.5% | -21.2% |
| 3M | -10.0% | +3.8% | -13.8% | -11.9% |
| 6M | -10.1% | +10.5% | -20.6% | -15.6% |
| YTD | +24.5% | +23.7% | +0.8% | +7.5% |
| 1Y | +31.2% | +25.4% | +5.8% | +12.1% |
| 3Y | +322.0% | +86.6% | +235.4% | +176.8% |
| All | +236.4% | +80.8% | +155.6% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling