+1,410.4%
TSM vs EXC
+175.8%
+1,234.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.0% | +8.3% | +6.7% |
| 7D | -7.6% | -1.2% | -6.4% | -7.4% |
| 30D | -20.5% | +10.0% | -30.4% | -22.2% |
| 3M | -10.0% | +1.6% | -11.6% | -10.5% |
| 6M | -10.1% | +3.3% | -13.3% | -11.2% |
| YTD | +24.5% | +7.6% | +17.0% | +21.3% |
| 1Y | +31.2% | +3.5% | +27.7% | +28.9% |
| 3Y | +322.0% | +27.7% | +294.3% | +283.5% |
| 5Y | +245.3% | +41.1% | +204.1% | +196.8% |
| All | +1,410.4% | +175.8% | +1,234.6% | +912.2% |
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