+245.7%
TSM vs SE
-77.7%
+323.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.6% |
| 3M | -7.2% | -31.3% | +24.0% | -0.1% |
| 6M | -5.1% | -10.1% | +5.0% | -4.4% |
| YTD | +28.9% | -38.9% | +67.8% | +40.3% |
| 1Y | +37.1% | -48.0% | +85.1% | +54.1% |
| 3Y | +341.5% | +78.8% | +262.7% | +278.0% |
| 5Y | +245.7% | -77.1% | +322.8% | +220.2% |
| All | +245.7% | -77.7% | +323.4% | +220.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling