+1,598.5%
TSM vs EW
+234.0%
+1,364.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.7% | +2.7% | +2.2% |
| 7D | -2.1% | +9.3% | -11.3% | -4.8% |
| 30D | -12.5% | +22.1% | -34.6% | -17.9% |
| 3M | -5.0% | +13.0% | -18.0% | -8.8% |
| 6M | -3.2% | +30.1% | -33.3% | -11.4% |
| YTD | +31.5% | +22.0% | +9.5% | +22.6% |
| 1Y | +35.7% | +23.7% | +12.0% | +25.8% |
| 3Y | +323.5% | +62.0% | +261.5% | +241.0% |
| 5Y | +263.4% | -12.4% | +275.8% | +256.3% |
| 10Y | +1,598.5% | +236.1% | +1,362.5% | +1,012.9% |
| All | +1,598.5% | +234.0% | +1,364.5% | +1,012.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling