+13,957.4%
TSM vs EQT
+1,946.4%
+12,011.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.4% | +2.4% |
| 7D | +6.0% | -0.8% | +6.9% | +6.2% |
| 30D | +4.5% | +6.6% | -2.1% | +2.9% |
| 3M | +3.1% | +4.4% | -1.3% | +1.8% |
| 6M | +30.2% | -10.5% | +40.7% | +32.8% |
| YTD | +45.2% | +3.7% | +41.5% | +42.7% |
| 1Y | +79.6% | +9.9% | +69.7% | +73.6% |
| 3Y | +411.0% | +35.4% | +375.6% | +362.8% |
| 5Y | +290.7% | +189.2% | +101.5% | +181.8% |
| 10Y | +1,753.6% | +50.7% | +1,702.9% | +1,283.9% |
| All | +13,957.4% | +1,946.4% | +12,011.0% | +4,302.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling