+33.0%
TSM vs EXPE
-0.5%
+33.5%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | 0.0% | +3.5% | +3.5% |
| 7D | -2.5% | -13.3% | +10.8% | -1.6% |
| 30D | -14.3% | -5.5% | -8.8% | -13.5% |
| 3M | -7.2% | -16.5% | +9.2% | -6.1% |
| 6M | -5.1% | +13.1% | -18.2% | -7.9% |
| YTD | +28.9% | -8.0% | +36.9% | +29.1% |
| All | +33.0% | -0.5% | +33.5% | +31.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling