+12,919.2%
TSM vs ETR
+2,739.8%
+10,179.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +14.8% | +1.5% | +13.3% | +14.4% |
| 30D | -8.9% | +6.6% | -15.5% | -10.4% |
| 3M | -5.3% | +4.4% | -9.7% | -6.4% |
| 6M | +2.6% | -0.3% | +2.9% | +2.4% |
| YTD | +34.5% | +23.3% | +11.2% | +26.8% |
| 1Y | +41.0% | +18.9% | +22.2% | +34.2% |
| 3Y | +333.1% | +155.5% | +177.6% | +234.1% |
| 5Y | +270.1% | +159.9% | +110.2% | +180.3% |
| 10Y | +1,608.7% | +377.6% | +1,231.1% | +970.6% |
| All | +12,919.2% | +2,739.8% | +10,179.4% | +6,192.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling