+1,200.5%
TSM vs SE
+597.4%
+603.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.2% | +2.1% |
| 7D | +6.0% | +0.6% | +5.4% | +5.9% |
| 30D | +4.5% | -0.1% | +4.6% | +4.2% |
| 3M | +3.1% | +34.1% | -31.0% | -4.0% |
| 6M | +30.2% | +23.2% | +7.0% | +23.0% |
| YTD | +45.2% | -11.2% | +56.4% | +46.2% |
| 1Y | +79.6% | -40.5% | +120.1% | +96.0% |
| 3Y | +411.0% | +196.3% | +214.7% | +289.9% |
| 5Y | +290.7% | -67.0% | +357.8% | +313.1% |
| All | +1,200.5% | +597.4% | +603.1% | +694.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling