+1,502.2%
TSM vs EXPE
+119.8%
+1,382.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -2.5% | -13.3% | +10.8% | +0.7% |
| 30D | -14.3% | -5.5% | -8.8% | -13.6% |
| 3M | -7.2% | -16.5% | +9.2% | -4.3% |
| 6M | -5.1% | +13.1% | -18.2% | -10.3% |
| YTD | +28.9% | -8.0% | +36.9% | +26.7% |
| 1Y | +37.1% | +1.1% | +36.0% | +31.1% |
| 3Y | +341.5% | +131.2% | +210.3% | +223.8% |
| 5Y | +245.7% | +39.8% | +205.9% | +176.4% |
| 10Y | +1,502.2% | +118.5% | +1,383.8% | +882.7% |
| All | +1,502.2% | +119.8% | +1,382.4% | +882.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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