+75.4%
TSM vs ETR
+26.7%
+48.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.4% | -0.6% |
| 7D | +4.8% | +0.4% | +4.4% | +4.7% |
| 30D | +4.0% | +2.0% | +2.0% | +3.6% |
| 3M | +2.0% | -1.7% | +3.7% | +2.2% |
| 6M | +25.5% | +3.6% | +21.9% | +20.7% |
| YTD | +44.0% | +18.0% | +26.0% | +27.1% |
| 1Y | +75.4% | +26.2% | +49.2% | +50.1% |
| All | +75.4% | +26.7% | +48.7% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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