+277.6%
TSM vs EQT
+192.3%
+85.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.8% |
| 7D | +2.6% | -1.2% | +3.8% | +2.9% |
| 30D | +1.4% | +1.1% | +0.3% | +1.2% |
| 3M | +5.0% | +4.8% | +0.2% | +3.8% |
| 6M | +24.0% | -10.6% | +34.5% | +26.2% |
| YTD | +41.6% | +3.4% | +38.1% | +39.5% |
| 1Y | +66.2% | +8.7% | +57.5% | +61.7% |
| 3Y | +398.2% | +35.0% | +363.3% | +360.1% |
| 5Y | +277.6% | +204.2% | +73.4% | +225.1% |
| All | +277.6% | +192.3% | +85.3% | +225.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 EQT 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