+1,502.2%
TSM vs ES
+82.6%
+1,419.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.5% | +4.0% | +3.6% |
| 7D | -2.5% | -0.1% | -2.4% | -2.6% |
| 30D | -14.3% | +5.7% | -20.0% | -14.9% |
| 3M | -7.2% | -2.8% | -4.4% | -7.1% |
| 6M | -5.1% | +7.0% | -12.1% | -6.3% |
| YTD | +28.9% | +6.8% | +22.1% | +27.2% |
| 1Y | +37.1% | -0.5% | +37.5% | +36.2% |
| 3Y | +341.5% | +47.2% | +294.3% | +303.8% |
| 5Y | +245.7% | +2.3% | +243.4% | +239.3% |
| 10Y | +1,502.2% | +85.6% | +1,416.6% | +1,373.5% |
| All | +1,502.2% | +82.6% | +1,419.7% | +1,373.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 10y: compounded portfolio wealth divided by compounded ES 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…
10y analysis · Full analysis span regression · 6 months rolling