+13,634.3%
TSM vs ES
+1,561.3%
+12,073.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.6% | +3.4% | +3.0% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +3.6% | -2.0% | +5.6% | +4.1% |
| 3M | -3.4% | +1.7% | -5.0% | -4.2% |
| 6M | +20.6% | -3.5% | +24.2% | +21.1% |
| YTD | +41.9% | +7.9% | +34.0% | +37.7% |
| 1Y | +84.4% | +17.2% | +67.2% | +73.6% |
| 3Y | +380.2% | +29.3% | +350.9% | +325.1% |
| 5Y | +275.3% | -5.7% | +281.1% | +263.3% |
| 10Y | +1,751.4% | +85.2% | +1,666.2% | +1,237.2% |
| All | +13,634.3% | +1,561.3% | +12,073.1% | +6,730.8% |
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