+12,629.9%
TSM vs EMR
+1,200.0%
+11,429.9%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.7% |
| 7D | -2.1% | +0.7% | -2.7% | -2.3% |
| 30D | -12.5% | +3.5% | -16.1% | -14.1% |
| 3M | -5.0% | +5.9% | -10.9% | -8.1% |
| 6M | -3.2% | +19.4% | -22.7% | -12.8% |
| YTD | +31.5% | +27.7% | +3.8% | +12.9% |
| 1Y | +35.7% | +30.9% | +4.8% | +14.6% |
| 3Y | +323.5% | +104.2% | +219.3% | +173.0% |
| 5Y | +263.4% | +89.6% | +173.8% | +140.9% |
| 10Y | +1,598.5% | +280.0% | +1,318.5% | +577.0% |
| All | +12,629.9% | +1,200.0% | +11,429.9% | +1,751.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling