+690.2%
TSM vs TE
-78.2%
+768.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.9% | +1.4% | +3.9% |
| 7D | +4.4% | -22.0% | +26.4% | +7.2% |
| 30D | -7.0% | -33.6% | +26.7% | -3.2% |
| 3M | -1.8% | -61.1% | +59.3% | +7.4% |
| 6M | +2.7% | -64.7% | +67.4% | +11.8% |
| YTD | +37.1% | -68.1% | +105.2% | +47.7% |
| 1Y | +43.5% | -51.7% | +95.2% | +47.2% |
| 3Y | +341.5% | +42.0% | +299.5% | +265.0% |
| 5Y | +278.9% | -80.8% | +359.7% | +283.4% |
| All | +690.2% | -78.2% | +768.4% | +652.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling