+236.4%
TSM vs EXEL
+260.1%
-23.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -22.2% |
| 3M | -10.0% | +33.3% | -43.3% | -13.3% |
| 6M | -10.1% | +42.9% | -52.9% | -14.5% |
| YTD | +24.5% | +58.7% | -34.2% | +16.4% |
| 1Y | +31.2% | +70.5% | -39.3% | +21.4% |
| 3Y | +322.0% | +233.8% | +88.1% | +243.4% |
| All | +236.4% | +260.1% | -23.7% | +156.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling