+11,954.4%
TSM vs EMR
+1,159.7%
+10,794.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.5% | +6.4% |
| 7D | -7.6% | -1.6% | -6.0% | -6.6% |
| 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% | -15.2% |
| YTD | +24.5% | +23.7% | +0.8% | +8.9% |
| 1Y | +31.2% | +25.4% | +5.8% | +13.6% |
| 3Y | +322.0% | +86.6% | +235.4% | +186.2% |
| 5Y | +245.3% | +83.0% | +162.2% | +133.7% |
| 10Y | +1,465.8% | +319.5% | +1,146.3% | +484.2% |
| All | +11,954.4% | +1,159.7% | +10,794.7% | +1,685.9% |
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 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