+258.9%
TSM vs EXE
+192.2%
+66.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.3% | +2.1% | +2.3% |
| 7D | +6.0% | -1.8% | +7.8% | +6.4% |
| 30D | +4.5% | +6.4% | -1.9% | +3.3% |
| 3M | +3.1% | +9.2% | -6.1% | +1.3% |
| 6M | +30.2% | -7.0% | +37.2% | +31.5% |
| YTD | +45.2% | -9.5% | +54.7% | +46.9% |
| 1Y | +79.6% | +6.2% | +73.3% | +75.2% |
| 3Y | +411.0% | +20.7% | +390.2% | +384.4% |
| 5Y | +290.7% | +103.6% | +187.1% | +251.0% |
| All | +258.9% | +192.2% | +66.7% | +193.0% |
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