+1,598.5%
TSM vs EXC
+183.9%
+1,414.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -2.1% | +0.1% | -2.1% | -2.1% |
| 30D | -12.5% | +9.0% | -21.6% | -14.2% |
| 3M | -5.0% | +3.3% | -8.3% | -5.8% |
| 6M | -3.2% | +5.7% | -8.9% | -4.9% |
| YTD | +31.5% | +7.3% | +24.1% | +28.2% |
| 1Y | +35.7% | +2.9% | +32.8% | +33.6% |
| 3Y | +323.5% | +29.3% | +294.2% | +283.5% |
| 5Y | +263.4% | +40.1% | +223.3% | +214.0% |
| 10Y | +1,598.5% | +197.7% | +1,400.8% | +1,101.3% |
| All | +1,598.5% | +183.9% | +1,414.6% | +1,101.3% |
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