+290.7%
TSM vs EXE
+106.6%
+184.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.2% |
| 6M | +30.2% | -7.0% | +37.2% | +31.6% |
| YTD | +45.2% | -9.5% | +54.7% | +47.0% |
| 1Y | +79.6% | +6.2% | +73.3% | +74.9% |
| 3Y | +411.0% | +20.7% | +390.2% | +382.9% |
| 5Y | +290.7% | +103.6% | +187.1% | +255.2% |
| All | +290.7% | +106.6% | +184.1% | +255.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling