+290.7%
TSM vs TE
-41.1%
+331.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +10.0% | -7.6% | +1.3% |
| 7D | +6.0% | +18.2% | -12.2% | +4.2% |
| 30D | +4.5% | -13.5% | +18.0% | +5.7% |
| 3M | +3.1% | -44.6% | +47.7% | +8.1% |
| 6M | +30.2% | -24.7% | +54.9% | +30.3% |
| YTD | +45.2% | -24.3% | +69.5% | +43.8% |
| 1Y | +79.6% | +155.6% | -76.0% | +53.4% |
| 3Y | +411.0% | -18.3% | +429.2% | +367.7% |
| 5Y | +290.7% | -41.3% | +332.0% | +248.0% |
| All | +290.7% | -41.1% | +331.8% | +248.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling