+716.0%
TSM vs TE
-53.2%
+769.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.7% | +5.0% | -1.0% |
| 7D | +2.6% | +0.9% | +1.8% | +2.5% |
| 30D | +1.4% | -16.3% | +17.7% | +3.0% |
| 3M | +5.0% | -40.8% | +45.7% | +9.5% |
| 6M | +24.0% | -42.6% | +66.6% | +27.4% |
| YTD | +41.6% | -31.4% | +73.0% | +41.6% |
| 1Y | +66.2% | +144.9% | -78.8% | +42.5% |
| 3Y | +398.2% | -26.0% | +424.2% | +355.3% |
| 5Y | +277.6% | -48.5% | +326.1% | +246.1% |
| All | +716.0% | -53.2% | +769.2% | +621.3% |
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