+250.7%
TSM vs EXE
+191.4%
+59.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.0% | +3.1% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | +3.6% | +8.5% | -4.9% | +2.0% |
| 3M | -3.4% | +5.5% | -8.8% | -4.5% |
| 6M | +20.6% | -5.9% | +26.5% | +21.6% |
| YTD | +41.9% | -9.7% | +51.6% | +43.6% |
| 1Y | +84.4% | +3.6% | +80.8% | +80.8% |
| 3Y | +380.2% | +18.0% | +362.2% | +356.9% |
| 5Y | +275.3% | +109.4% | +165.9% | +236.1% |
| All | +250.7% | +191.4% | +59.3% | +186.4% |
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