+1,815.4%
TSM vs EXEL
+378.5%
+1,436.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.1% | -2.0% | -1.0% |
| 7D | +4.8% | -0.3% | +5.1% | +4.8% |
| 30D | +4.0% | +10.1% | -6.1% | +2.7% |
| 3M | +2.0% | +10.1% | -8.1% | +0.5% |
| 6M | +25.5% | +37.7% | -12.2% | +20.0% |
| YTD | +44.0% | +33.1% | +10.9% | +38.1% |
| 1Y | +75.4% | +52.4% | +23.0% | +64.8% |
| 3Y | +406.7% | +163.8% | +242.9% | +335.0% |
| 5Y | +285.0% | +198.5% | +86.5% | +221.0% |
| 10Y | +1,815.4% | +386.9% | +1,428.5% | +1,458.2% |
| All | +1,815.4% | +378.5% | +1,436.9% | +1,458.2% |
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