+218.6%
TSM vs EXE
+155.8%
+62.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +1.6% | +1.9% | +3.2% |
| 7D | -2.5% | -3.9% | +1.4% | -1.8% |
| 30D | -14.3% | -2.6% | -11.7% | -13.9% |
| 3M | -7.2% | -6.9% | -0.4% | -6.2% |
| 6M | -5.1% | -9.3% | +4.2% | -3.9% |
| YTD | +28.9% | -20.7% | +49.6% | +33.3% |
| 1Y | +37.1% | -21.8% | +58.9% | +42.0% |
| 3Y | +341.5% | +16.2% | +325.3% | +321.5% |
| 5Y | +245.7% | +61.1% | +184.6% | +221.0% |
| All | +218.6% | +155.8% | +62.8% | +166.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling