+84.4%
TSM vs EW
+11.0%
+73.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | +2.7% | -0.3% | +3.1% | +2.8% |
| 30D | +3.6% | +1.0% | +2.6% | +3.3% |
| 3M | -3.4% | +2.8% | -6.2% | -4.2% |
| 6M | +20.6% | +5.5% | +15.1% | +18.0% |
| YTD | +41.9% | +5.5% | +36.4% | +37.8% |
| 1Y | +84.4% | +11.0% | +73.3% | +80.5% |
| All | +84.4% | +11.0% | +73.4% | +80.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 1y: compounded portfolio wealth divided by compounded EW 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…
1y analysis · Full analysis span regression · 6 months rolling