+1,502.2%
TSM vs EXC
+176.1%
+1,326.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | -2.5% | -1.7% | -0.8% | -2.2% |
| 30D | -14.3% | +9.3% | -23.6% | -16.0% |
| 3M | -7.2% | +1.0% | -8.3% | -7.6% |
| 6M | -5.1% | +5.9% | -11.1% | -6.9% |
| YTD | +28.9% | +7.6% | +21.3% | +25.6% |
| 1Y | +37.1% | +2.4% | +34.7% | +35.1% |
| 3Y | +341.5% | +30.2% | +311.2% | +298.6% |
| 5Y | +245.7% | +41.4% | +204.3% | +197.3% |
| 10Y | +1,502.2% | +183.8% | +1,318.5% | +978.2% |
| All | +1,502.2% | +176.1% | +1,326.1% | +978.2% |
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