+84.4%
TSM vs SE
-38.5%
+122.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.0% |
| 7D | +2.7% | -6.1% | +8.8% | +3.9% |
| 30D | +3.6% | -2.5% | +6.1% | +3.7% |
| 3M | -3.4% | +21.7% | -25.1% | -8.4% |
| 6M | +20.6% | +27.0% | -6.4% | +12.2% |
| YTD | +41.9% | -12.1% | +54.0% | +42.9% |
| 1Y | +84.4% | -40.9% | +125.3% | +101.7% |
| All | +84.4% | -38.5% | +122.9% | +101.7% |
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