+13,634.3%
TSM vs EXC
+1,445.2%
+12,189.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +3.9% | +3.2% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | +3.6% | -3.7% | +7.3% | +4.7% |
| 3M | -3.4% | -1.3% | -2.1% | -3.5% |
| 6M | +20.6% | -9.7% | +30.3% | +23.3% |
| YTD | +41.9% | +2.9% | +39.0% | +39.3% |
| 1Y | +84.4% | +4.4% | +80.0% | +79.9% |
| 3Y | +380.2% | +22.2% | +358.0% | +335.0% |
| 5Y | +275.3% | +46.7% | +228.6% | +215.4% |
| 10Y | +1,751.4% | +155.3% | +1,596.0% | +1,154.6% |
| All | +13,634.3% | +1,445.2% | +12,189.1% | +5,971.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling