+290.7%
TSM vs ETR
+129.9%
+160.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.2% |
| 7D | +6.0% | +1.4% | +4.6% | +5.9% |
| 30D | +4.5% | +1.9% | +2.6% | +4.3% |
| 3M | +3.1% | +1.0% | +2.1% | +2.9% |
| 6M | +30.2% | +4.8% | +25.4% | +29.0% |
| YTD | +45.2% | +19.5% | +25.7% | +41.6% |
| 1Y | +79.6% | +28.1% | +51.5% | +74.1% |
| 3Y | +411.0% | +151.1% | +259.8% | +374.7% |
| 5Y | +290.7% | +125.2% | +165.6% | +269.5% |
| All | +290.7% | +129.9% | +160.8% | +269.5% |
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