+330.4%
TSM vs ET
+84.2%
+246.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | +6.2% | +2.5% | +3.7% | +5.0% |
| 30D | -7.3% | -2.5% | -4.8% | -6.3% |
| 3M | -7.1% | -4.9% | -2.3% | -5.3% |
| 6M | +0.2% | -0.1% | +0.3% | -0.3% |
| YTD | +32.2% | +26.2% | +6.0% | +13.7% |
| 1Y | +42.8% | +25.2% | +17.6% | +23.2% |
| 3Y | +330.4% | +84.2% | +246.2% | +253.5% |
| All | +330.4% | +84.2% | +246.2% | +253.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling