+337.7%
TSM vs EWT
+157.1%
+180.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | +1.4% |
| 7D | +14.8% | +13.2% | +1.6% | -0.8% |
| 30D | -8.9% | -14.3% | +5.4% | +8.4% |
| 3M | -5.3% | -8.4% | +3.2% | +4.0% |
| 6M | +2.6% | +3.7% | -1.1% | -4.1% |
| YTD | +34.5% | +53.1% | -18.6% | -25.0% |
| 1Y | +41.0% | +55.5% | -14.5% | -23.0% |
| All | +337.7% | +157.1% | +180.6% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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