+662.2%
TSM vs TE
-80.5%
+742.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.0% | +1.4% | -1.3% |
| 7D | +6.2% | -19.1% | +25.3% | +8.5% |
| 30D | -7.3% | -34.1% | +26.9% | -3.4% |
| 3M | -7.1% | -60.1% | +53.0% | +1.5% |
| 6M | +0.2% | -66.0% | +66.2% | +9.6% |
| YTD | +32.2% | -71.4% | +103.6% | +44.2% |
| 1Y | +42.8% | -45.3% | +88.1% | +45.1% |
| 3Y | +330.4% | +9.1% | +321.3% | +267.3% |
| 5Y | +263.9% | -82.6% | +346.5% | +272.0% |
| All | +662.2% | -80.5% | +742.7% | +634.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 TE 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