+411.0%
TSM vs ETR
+153.2%
+257.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.3% |
| 7D | +6.0% | +1.4% | +4.6% | +5.9% |
| 30D | +4.5% | +1.9% | +2.6% | +4.4% |
| 3M | +3.1% | +1.0% | +2.1% | +3.0% |
| 6M | +30.2% | +4.8% | +25.4% | +29.2% |
| YTD | +45.2% | +19.5% | +25.7% | +42.4% |
| 1Y | +79.6% | +28.1% | +51.5% | +76.0% |
| 3Y | +411.0% | +151.1% | +259.8% | +461.0% |
| All | +411.0% | +153.2% | +257.8% | +461.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling