+265.7%
TSM vs EXC
+41.3%
+224.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.0% | -1.5% |
| 7D | +6.2% | +1.4% | +4.8% | +6.4% |
| 30D | -7.3% | +8.6% | -15.8% | -6.4% |
| 3M | -7.1% | +2.4% | -9.5% | -6.8% |
| 6M | +0.2% | +6.5% | -6.2% | +0.9% |
| YTD | +32.2% | +9.0% | +23.2% | +33.2% |
| 1Y | +42.8% | +4.6% | +38.2% | +43.6% |
| 3Y | +330.4% | +33.5% | +296.9% | +329.2% |
| All | +265.7% | +41.3% | +224.4% | +259.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling