+277.6%
TSM vs ET
+241.7%
+35.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | +2.6% | +1.4% | +1.3% | +2.1% |
| 30D | +1.4% | +4.6% | -3.2% | -0.5% |
| 3M | +5.0% | +16.0% | -11.1% | -1.7% |
| 6M | +24.0% | +22.8% | +1.1% | +12.6% |
| YTD | +41.6% | +38.9% | +2.7% | +21.1% |
| 1Y | +66.2% | +34.1% | +32.1% | +44.3% |
| 3Y | +398.2% | +98.8% | +299.4% | +272.4% |
| 5Y | +277.6% | +246.8% | +30.8% | +131.7% |
| All | +277.6% | +241.7% | +35.9% | +131.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling