+3,710.4%
TSM vs EW
+6,974.1%
-3,263.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.7% | +2.8% |
| 7D | +2.7% | -0.3% | +3.1% | +2.8% |
| 30D | +3.6% | +1.0% | +2.6% | +3.2% |
| 3M | -3.4% | +2.8% | -6.2% | -4.3% |
| 6M | +20.6% | +5.5% | +15.1% | +18.5% |
| YTD | +41.9% | +5.5% | +36.4% | +39.2% |
| 1Y | +84.4% | +11.0% | +73.3% | +78.0% |
| 3Y | +380.2% | +17.7% | +362.5% | +340.8% |
| 5Y | +275.3% | -25.7% | +301.1% | +284.2% |
| 10Y | +1,751.4% | +132.8% | +1,618.6% | +1,259.2% |
| All | +3,710.4% | +6,974.1% | -3,263.7% | +933.0% |
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