+36.0%
TSM vs ET
+24.7%
+11.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.5% | +1.2% | -3.1% |
| 7D | -10.0% | -6.0% | -3.9% | -11.4% |
| 30D | -18.5% | -6.1% | -12.5% | -20.1% |
| 3M | -4.9% | -2.7% | -2.2% | -5.2% |
| 6M | -1.0% | +0.2% | -1.2% | +0.8% |
| YTD | +31.3% | +24.3% | +6.9% | +38.9% |
| 1Y | +36.0% | +26.4% | +9.6% | +42.8% |
| All | +36.0% | +24.7% | +11.3% | +42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 1y: compounded portfolio wealth divided by compounded ET 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…
1y analysis · Full analysis span regression · 6 months rolling