+330.4%
TSM vs ETR
+153.6%
+176.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | +6.2% | +0.5% | +5.7% | +6.2% |
| 30D | -7.3% | +6.4% | -13.6% | -7.6% |
| 3M | -7.1% | +4.0% | -11.1% | -7.4% |
| 6M | +0.2% | -0.5% | +0.7% | +0.3% |
| YTD | +32.2% | +22.4% | +9.8% | +29.7% |
| 1Y | +42.8% | +19.9% | +22.9% | +40.2% |
| 3Y | +330.4% | +154.7% | +175.7% | +407.9% |
| All | +330.4% | +153.6% | +176.8% | +407.9% |
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