+330.4%
TSM vs EW
+62.8%
+267.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -2.9% | -1.9% |
| 7D | +6.2% | +4.9% | +1.3% | +5.3% |
| 30D | -7.3% | +23.9% | -31.2% | -10.7% |
| 3M | -7.1% | +15.8% | -22.9% | -9.5% |
| 6M | +0.2% | +31.7% | -31.4% | -4.8% |
| YTD | +32.2% | +25.7% | +6.6% | +26.4% |
| 1Y | +42.8% | +24.4% | +18.4% | +36.7% |
| 3Y | +330.4% | +65.9% | +264.5% | +286.5% |
| All | +330.4% | +62.8% | +267.6% | +286.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling