+226.9%
TSM vs EXE
+165.2%
+61.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.8% |
| 7D | +6.2% | +5.3% | +0.9% | +5.3% |
| 30D | -7.3% | -2.2% | -5.1% | -6.9% |
| 3M | -7.1% | -5.9% | -1.2% | -6.3% |
| 6M | +0.2% | -5.7% | +5.9% | +0.9% |
| YTD | +32.2% | -17.8% | +50.1% | +35.9% |
| 1Y | +42.8% | -23.1% | +65.9% | +48.7% |
| 3Y | +330.4% | +21.2% | +309.2% | +308.0% |
| 5Y | +263.9% | +78.8% | +185.1% | +233.9% |
| All | +226.9% | +165.2% | +61.7% | +171.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling