+278.9%
TSM vs ES
+3.8%
+275.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.3% | +2.9% | +4.3% |
| 7D | +4.4% | +0.1% | +4.3% | +4.5% |
| 30D | -7.0% | +6.7% | -13.7% | -6.7% |
| 3M | -1.8% | +0.3% | -2.1% | -1.7% |
| 6M | +2.7% | +7.4% | -4.7% | +2.8% |
| YTD | +37.1% | +8.4% | +28.7% | +37.3% |
| 1Y | +43.5% | +0.6% | +42.8% | +43.5% |
| 3Y | +341.5% | +50.6% | +290.9% | +331.0% |
| 5Y | +278.9% | +4.8% | +274.0% | +283.9% |
| All | +278.9% | +3.8% | +275.0% | +283.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling