+84.4%
TSM vs EXEL
+59.2%
+25.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +2.7% | +8.4% | -5.6% | +1.9% |
| 30D | +3.6% | +4.1% | -0.5% | +3.2% |
| 3M | -3.4% | +12.4% | -15.8% | -4.8% |
| 6M | +20.6% | +41.5% | -20.9% | +15.0% |
| YTD | +41.9% | +34.6% | +7.2% | +35.4% |
| 1Y | +84.4% | +57.9% | +26.5% | +78.7% |
| All | +84.4% | +59.2% | +25.1% | +78.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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