+13,634.3%
TSM vs EMR
+1,085.8%
+12,548.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.1% | +1.8% |
| 7D | +2.7% | -1.5% | +4.2% | +3.6% |
| 30D | +3.6% | -5.6% | +9.2% | +6.9% |
| 3M | -3.4% | +7.9% | -11.3% | -7.8% |
| 6M | +20.6% | +6.0% | +14.6% | +16.2% |
| YTD | +41.9% | +16.4% | +25.4% | +28.3% |
| 1Y | +84.4% | +16.6% | +67.7% | +66.1% |
| 3Y | +380.2% | +62.9% | +317.4% | +251.7% |
| 5Y | +275.3% | +60.1% | +215.2% | +173.4% |
| 10Y | +1,751.4% | +268.8% | +1,482.6% | +644.4% |
| All | +13,634.3% | +1,085.8% | +12,548.5% | +2,003.5% |
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