+42.8%
TSM vs EXE
-23.9%
+66.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.8% | -2.5% | -1.6% |
| 7D | +6.2% | +5.3% | +0.9% | +6.6% |
| 30D | -7.3% | -2.2% | -5.1% | -7.6% |
| 3M | -7.1% | -5.9% | -1.2% | -7.8% |
| 6M | +0.2% | -5.7% | +5.9% | -0.5% |
| YTD | +32.2% | -17.8% | +50.1% | +31.7% |
| 1Y | +42.8% | -23.1% | +65.9% | +44.9% |
| All | +42.8% | -23.9% | +66.7% | +44.9% |
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