+9,107.9%
TSM vs EXPE
+851.4%
+8,256.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.7% | +4.5% | +3.3% |
| 7D | +2.7% | -9.5% | +12.3% | +5.4% |
| 30D | +3.6% | -6.6% | +10.2% | +5.1% |
| 3M | -3.4% | +31.4% | -34.8% | -11.4% |
| 6M | +20.6% | +35.2% | -14.6% | +8.8% |
| YTD | +41.9% | +5.8% | +36.1% | +35.8% |
| 1Y | +84.4% | +38.7% | +45.7% | +62.0% |
| 3Y | +380.2% | +175.8% | +204.4% | +236.6% |
| 5Y | +275.3% | +111.8% | +163.5% | +171.9% |
| 10Y | +1,751.4% | +179.7% | +1,571.7% | +1,022.3% |
| All | +9,107.9% | +851.4% | +8,256.4% | +2,438.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling