+4,698.7%
TSM vs EXEL
+346.4%
+4,352.4%
-79.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.6% | +3.6% | +2.3% |
| 7D | -2.1% | -2.4% | +0.3% | -1.6% |
| 30D | -12.5% | +17.9% | -30.4% | -14.8% |
| 3M | -5.0% | +33.3% | -38.3% | -9.3% |
| 6M | -3.2% | +46.6% | -49.8% | -9.2% |
| YTD | +31.5% | +61.0% | -29.5% | +21.4% |
| 1Y | +35.7% | +70.4% | -34.7% | +24.0% |
| 3Y | +323.5% | +236.1% | +87.4% | +239.9% |
| 5Y | +263.4% | +284.8% | -21.5% | +181.9% |
| 10Y | +1,598.5% | +348.4% | +1,250.1% | +1,084.1% |
| All | +4,698.7% | +346.4% | +4,352.4% | +1,815.8% |
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