+1,672.6%
TSM vs EXEL
+325.9%
+1,346.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.7% |
| 7D | +14.8% | +1.6% | +13.2% | +14.6% |
| 30D | -8.9% | +17.4% | -26.3% | -10.9% |
| 3M | -5.3% | +38.6% | -43.9% | -9.6% |
| 6M | +2.6% | +41.2% | -38.6% | -2.6% |
| YTD | +34.5% | +59.3% | -24.9% | +25.3% |
| 1Y | +41.0% | +60.2% | -19.2% | +31.1% |
| 3Y | +333.1% | +232.6% | +100.5% | +254.4% |
| 5Y | +270.1% | +285.9% | -15.8% | +192.2% |
| All | +1,672.6% | +325.9% | +1,346.8% | +1,231.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling