+79.6%
TSM vs SE
-41.4%
+120.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | +4.1% |
| 3M | +3.1% | +34.1% | -31.0% | -4.5% |
| 6M | +30.2% | +23.2% | +7.0% | +21.9% |
| YTD | +45.2% | -11.2% | +56.4% | +45.8% |
| 1Y | +79.6% | -40.5% | +120.1% | +94.9% |
| All | +79.6% | -41.4% | +120.9% | +94.9% |
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