+1,502.2%
TSM vs EW
+236.4%
+1,265.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.7% |
| 7D | -2.5% | +12.3% | -14.8% | -6.0% |
| 30D | -14.3% | +22.9% | -37.2% | -19.7% |
| 3M | -7.2% | +16.7% | -23.9% | -11.9% |
| 6M | -5.1% | +31.0% | -36.1% | -13.4% |
| YTD | +28.9% | +22.8% | +6.1% | +19.9% |
| 1Y | +37.1% | +25.6% | +11.5% | +26.5% |
| 3Y | +341.5% | +62.0% | +279.5% | +255.6% |
| 5Y | +245.7% | -12.8% | +258.5% | +239.6% |
| 10Y | +1,502.2% | +239.8% | +1,262.5% | +948.2% |
| All | +1,502.2% | +236.4% | +1,265.9% | +948.2% |
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