+411.0%
TSM vs EWT
+199.6%
+211.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +3.0% |
| 7D | +6.0% | +1.6% | +4.4% | +4.0% |
| 30D | +4.5% | +8.2% | -3.7% | -4.9% |
| 3M | +3.1% | +11.1% | -8.0% | -9.2% |
| 6M | +30.2% | +60.4% | -30.2% | -29.7% |
| YTD | +45.2% | +75.6% | -30.4% | -30.6% |
| 1Y | +79.6% | +91.3% | -11.8% | -23.2% |
| 3Y | +411.0% | +200.3% | +210.7% | +27.3% |
| All | +411.0% | +199.6% | +211.4% | +27.3% |
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