+75.4%
TSM vs TE
+145.5%
-70.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.0% | +2.1% | -0.5% |
| 7D | +4.8% | +15.0% | -10.2% | +3.3% |
| 30D | +4.0% | -7.5% | +11.6% | +4.5% |
| 3M | +2.0% | -42.0% | +43.9% | +6.0% |
| 6M | +25.5% | -31.4% | +56.9% | +28.9% |
| YTD | +44.0% | -26.5% | +70.5% | +46.6% |
| 1Y | +75.4% | +153.1% | -77.7% | +82.3% |
| All | +75.4% | +145.5% | -70.1% | +82.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling