+1,779.8%
TSM vs ET
+177.0%
+1,602.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.4% |
| 7D | +1.0% | +0.2% | +0.8% | +0.9% |
| 30D | +1.0% | +2.9% | -1.9% | +0.2% |
| 3M | +2.9% | +16.8% | -13.9% | -1.1% |
| 6M | +22.8% | +18.9% | +3.9% | +17.3% |
| YTD | +43.3% | +37.7% | +5.6% | +31.9% |
| 1Y | +69.2% | +32.4% | +36.7% | +57.1% |
| 3Y | +404.5% | +99.5% | +305.0% | +329.9% |
| 5Y | +282.2% | +244.0% | +38.2% | +190.9% |
| All | +1,779.8% | +177.0% | +1,602.8% | +1,408.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling