+322.0%
TSM vs ES
+46.3%
+275.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.9% | +9.2% | +5.8% |
| 7D | -7.6% | +1.9% | -9.4% | -7.2% |
| 30D | -20.5% | +7.1% | -27.5% | -19.5% |
| 3M | -10.0% | -1.9% | -8.0% | -10.0% |
| 6M | -10.1% | +4.4% | -14.4% | -9.4% |
| YTD | +24.5% | +7.3% | +17.2% | +26.1% |
| 1Y | +31.2% | +2.1% | +29.0% | +32.1% |
| 3Y | +322.0% | +41.8% | +280.1% | +337.6% |
| All | +322.0% | +46.3% | +275.7% | +337.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling