+1,641.8%
TSM vs EXC
+197.6%
+1,444.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.1% | +4.2% |
| 7D | +4.4% | -1.4% | +5.8% | +4.7% |
| 30D | -7.0% | +8.3% | -15.3% | -8.6% |
| 3M | -1.8% | +2.6% | -4.4% | -2.5% |
| 6M | +2.7% | +5.2% | -2.5% | +1.0% |
| YTD | +37.1% | +7.5% | +29.6% | +33.6% |
| 1Y | +43.5% | +3.2% | +40.3% | +41.2% |
| 3Y | +341.5% | +29.5% | +312.0% | +299.7% |
| 5Y | +278.9% | +39.7% | +239.2% | +227.8% |
| 10Y | +1,641.8% | +200.1% | +1,441.7% | +1,117.6% |
| All | +1,641.8% | +197.6% | +1,444.2% | +1,117.6% |
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