+36.0%
TSM vs EXE
-18.4%
+54.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -2.5% |
| 7D | -10.0% | -4.7% | -5.3% | -10.4% |
| 30D | -18.5% | +1.0% | -19.6% | -18.4% |
| 3M | -4.9% | -5.6% | +0.7% | -5.4% |
| 6M | -1.0% | -12.3% | +11.3% | -2.3% |
| YTD | +31.3% | -19.5% | +50.7% | +30.3% |
| 1Y | +36.0% | -18.9% | +54.9% | +33.3% |
| All | +36.0% | -18.4% | +54.4% | +33.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling