+11,237.1%
TSM vs ES
+1,601.4%
+9,635.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | +2.1% | -12.8% | -11.3% |
| 7D | -18.2% | +5.9% | -24.1% | -19.6% |
| 30D | -26.8% | +10.2% | -37.0% | -28.9% |
| 3M | -14.5% | +0.4% | -14.9% | -14.9% |
| 6M | -10.0% | +6.9% | -16.9% | -12.4% |
| YTD | +17.1% | +10.5% | +6.6% | +12.6% |
| 1Y | +21.5% | +3.2% | +18.3% | +18.6% |
| 3Y | +300.4% | +49.0% | +251.3% | +238.6% |
| 5Y | +224.7% | +4.5% | +220.2% | +203.4% |
| 10Y | +1,372.7% | +92.3% | +1,280.3% | +948.3% |
| All | +11,237.1% | +1,601.4% | +9,635.7% | +5,485.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling