+36.0%
TSM vs SE
-48.0%
+84.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.5% | -6.7% | -3.0% |
| 7D | -10.0% | +6.7% | -16.6% | -11.0% |
| 30D | -18.5% | -17.2% | -1.3% | -15.9% |
| 3M | -4.9% | -28.0% | +23.2% | +0.3% |
| 6M | -1.0% | -6.1% | +5.1% | -2.8% |
| YTD | +31.3% | -37.1% | +68.4% | +40.6% |
| 1Y | +36.0% | -48.8% | +84.8% | +52.1% |
| All | +36.0% | -48.0% | +84.0% | +52.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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