+322.0%
TSM vs EXEL
+231.1%
+90.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.3% | +5.1% | +6.2% |
| 7D | -7.6% | +0.3% | -7.8% | -7.5% |
| 30D | -20.5% | +19.0% | -39.5% | -21.4% |
| 3M | -10.0% | +33.3% | -43.3% | -11.8% |
| 6M | -10.1% | +42.9% | -52.9% | -12.5% |
| YTD | +24.5% | +58.7% | -34.2% | +20.0% |
| 1Y | +31.2% | +70.5% | -39.3% | +25.9% |
| 3Y | +322.0% | +233.8% | +88.1% | +332.0% |
| All | +322.0% | +231.1% | +90.9% | +332.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling