+79.6%
TSM vs EW
+7.6%
+71.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.5% | +5.9% | +3.0% |
| 7D | +6.0% | -4.4% | +10.5% | +6.9% |
| 30D | +4.5% | -3.3% | +7.9% | +5.0% |
| 3M | +3.1% | +1.0% | +2.1% | +2.3% |
| 6M | +30.2% | +6.2% | +24.0% | +27.6% |
| YTD | +45.2% | +1.7% | +43.5% | +41.9% |
| 1Y | +79.6% | +8.1% | +71.4% | +77.3% |
| All | +79.6% | +7.6% | +71.9% | +77.3% |
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