+3,361.7%
TSM vs EW
+8,139.5%
-4,777.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.5% | +1.0% | +2.8% |
| 7D | -2.5% | +12.3% | -14.8% | -5.6% |
| 30D | -14.3% | +22.9% | -37.2% | -19.0% |
| 3M | -7.2% | +16.7% | -23.9% | -11.3% |
| 6M | -5.1% | +31.0% | -36.1% | -12.3% |
| YTD | +28.9% | +22.8% | +6.1% | +21.1% |
| 1Y | +37.1% | +25.6% | +11.5% | +28.0% |
| 3Y | +341.5% | +62.0% | +279.5% | +271.0% |
| 5Y | +245.7% | -12.8% | +258.5% | +238.3% |
| 10Y | +1,502.2% | +239.8% | +1,262.5% | +970.4% |
| All | +3,361.7% | +8,139.5% | -4,777.8% | +798.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling