+278.9%
TSM vs ETR
+158.0%
+120.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.3% | +4.0% | +4.2% |
| 7D | +4.4% | +0.1% | +4.4% | +4.5% |
| 30D | -7.0% | +7.7% | -14.7% | -7.8% |
| 3M | -1.8% | +5.7% | -7.5% | -2.4% |
| 6M | +2.7% | -0.3% | +3.0% | +2.7% |
| YTD | +37.1% | +23.4% | +13.7% | +33.0% |
| 1Y | +43.5% | +18.5% | +25.0% | +39.8% |
| 3Y | +341.5% | +155.6% | +186.0% | +305.4% |
| 5Y | +278.9% | +158.7% | +120.2% | +245.5% |
| All | +278.9% | +158.0% | +120.9% | +245.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling