+13,634.3%
TSM vs ETR
+2,621.1%
+11,013.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.5% | +3.3% | +3.0% |
| 7D | +2.7% | +1.4% | +1.3% | +2.4% |
| 30D | +3.6% | +1.0% | +2.6% | +3.3% |
| 3M | -3.4% | -1.3% | -2.1% | -3.2% |
| 6M | +20.6% | +1.9% | +18.7% | +19.5% |
| YTD | +41.9% | +18.2% | +23.7% | +35.3% |
| 1Y | +84.4% | +24.7% | +59.7% | +73.5% |
| 3Y | +380.2% | +150.7% | +229.5% | +271.7% |
| 5Y | +275.3% | +127.0% | +148.3% | +194.4% |
| 10Y | +1,751.4% | +295.5% | +1,455.9% | +1,119.4% |
| All | +13,634.3% | +2,621.1% | +11,013.2% | +6,612.8% |
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