+5,077.4%
TSM vs EXEL
+273.2%
+4,804.2%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.2% | +3.1% | +2.9% |
| 7D | +2.7% | +8.4% | -5.6% | +1.4% |
| 30D | +3.6% | +4.1% | -0.5% | +2.8% |
| 3M | -3.4% | +12.4% | -15.8% | -5.4% |
| 6M | +20.6% | +41.5% | -20.9% | +13.8% |
| YTD | +41.9% | +34.6% | +7.2% | +34.7% |
| 1Y | +84.4% | +57.9% | +26.5% | +70.0% |
| 3Y | +380.2% | +159.5% | +220.7% | +300.7% |
| 5Y | +275.3% | +198.5% | +76.8% | +202.4% |
| 10Y | +1,751.4% | +411.4% | +1,340.0% | +1,148.4% |
| All | +5,077.4% | +273.2% | +4,804.2% | +2,026.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling