+1,709.2%
TSM vs EXC
+152.8%
+1,556.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +3.9% | +3.1% |
| 7D | +2.7% | +0.3% | +2.4% | +2.7% |
| 30D | +3.6% | -3.7% | +7.3% | +4.4% |
| 3M | -3.4% | -1.3% | -2.1% | -3.5% |
| 6M | +20.6% | -9.7% | +30.3% | +22.7% |
| YTD | +41.9% | +2.9% | +39.0% | +39.7% |
| 1Y | +84.4% | +4.4% | +80.0% | +80.6% |
| 3Y | +380.2% | +22.2% | +358.0% | +339.8% |
| 5Y | +275.3% | +46.7% | +228.6% | +214.6% |
| All | +1,709.2% | +152.8% | +1,556.3% | +1,115.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 10y: compounded portfolio wealth divided by compounded EXC 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…
10y analysis · Full analysis span regression · 6 months rolling