+322.0%
TSM vs EXPE
+131.0%
+191.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -4.9% | +11.2% | +7.2% |
| 7D | -7.6% | -9.3% | +1.8% | -5.9% |
| 30D | -20.5% | +0.1% | -20.6% | -20.8% |
| 3M | -10.0% | -15.3% | +5.3% | -7.9% |
| 6M | -10.1% | +5.5% | -15.5% | -13.2% |
| YTD | +24.5% | -8.0% | +32.5% | +23.0% |
| 1Y | +31.2% | +18.9% | +12.3% | +19.9% |
| 3Y | +322.0% | +135.5% | +186.4% | +193.9% |
| All | +322.0% | +131.0% | +191.0% | +193.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling