+1,054.3%
TSM vs SE
+379.8%
+674.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +2.9% | +0.6% | +2.9% |
| 7D | -2.5% | +3.3% | -5.8% | -3.1% |
| 30D | -14.3% | -18.2% | +3.9% | -10.7% |
| 3M | -7.2% | -31.3% | +24.0% | -0.2% |
| 6M | -5.1% | -10.1% | +5.0% | -4.4% |
| YTD | +28.9% | -38.9% | +67.8% | +40.2% |
| 1Y | +37.1% | -48.0% | +85.1% | +53.9% |
| 3Y | +341.5% | +78.8% | +262.7% | +274.7% |
| 5Y | +245.7% | -77.1% | +322.8% | +295.0% |
| All | +1,054.3% | +379.8% | +674.6% | +661.6% |
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