+1,643.1%
TSM vs EXPE
+123.5%
+1,519.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.4% |
| 7D | +6.2% | -0.5% | +6.7% | +6.3% |
| 30D | -7.3% | -6.1% | -1.2% | -6.4% |
| 3M | -7.1% | -21.3% | +14.2% | -2.7% |
| 6M | +0.2% | +19.0% | -18.8% | -6.5% |
| YTD | +32.2% | -8.4% | +40.7% | +30.2% |
| 1Y | +42.8% | -2.8% | +45.6% | +38.0% |
| 3Y | +330.4% | +120.8% | +209.6% | +219.6% |
| 5Y | +263.9% | +46.2% | +217.7% | +188.0% |
| All | +1,643.1% | +123.5% | +1,519.6% | +959.4% |
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