+290.7%
TSM vs EWT
+154.5%
+136.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +2.9% | +3.1% |
| 7D | +6.0% | +1.6% | +4.4% | +3.9% |
| 30D | +4.5% | +8.2% | -3.7% | -5.5% |
| 3M | +3.1% | +11.1% | -8.0% | -10.1% |
| 6M | +30.2% | +60.4% | -30.2% | -31.8% |
| YTD | +45.2% | +75.6% | -30.4% | -32.8% |
| 1Y | +79.6% | +91.3% | -11.8% | -25.9% |
| 3Y | +411.0% | +200.3% | +210.7% | +15.7% |
| 5Y | +290.7% | +156.4% | +134.3% | +14.7% |
| All | +290.7% | +154.5% | +136.2% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling