+84.4%
TSM vs ET
+31.4%
+53.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.3% | +2.6% | +2.9% |
| 7D | +2.7% | +0.9% | +1.8% | +3.0% |
| 30D | +3.6% | +7.5% | -3.9% | +5.6% |
| 3M | -3.4% | +11.4% | -14.8% | +0.1% |
| 6M | +20.6% | +18.5% | +2.1% | +24.3% |
| YTD | +41.9% | +37.4% | +4.5% | +42.2% |
| 1Y | +84.4% | +30.9% | +53.4% | +77.5% |
| All | +84.4% | +31.4% | +53.0% | +77.5% |
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