+1,170.6%
TSM vs SE
+589.8%
+580.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.9% | +3.7% | +3.0% |
| 7D | +2.7% | -6.1% | +8.8% | +4.1% |
| 30D | +3.6% | -2.5% | +6.1% | +3.7% |
| 3M | -3.4% | +21.7% | -25.1% | -8.1% |
| 6M | +20.6% | +27.0% | -6.4% | +13.1% |
| YTD | +41.9% | -12.1% | +54.0% | +43.2% |
| 1Y | +84.4% | -40.9% | +125.3% | +101.6% |
| 3Y | +380.2% | +191.0% | +189.2% | +267.5% |
| 5Y | +275.3% | -68.3% | +343.6% | +300.1% |
| All | +1,170.6% | +589.8% | +580.8% | +678.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling