+717.7%
TSM vs TE
-53.0%
+770.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.3% | +1.5% | +2.7% |
| 7D | +2.7% | -4.0% | +6.7% | +3.1% |
| 30D | +3.6% | -15.9% | +19.5% | +5.1% |
| 3M | -3.4% | -60.5% | +57.2% | +4.6% |
| 6M | +20.6% | -35.2% | +55.8% | +22.5% |
| YTD | +41.9% | -31.1% | +73.0% | +41.9% |
| 1Y | +84.4% | +148.6% | -64.3% | +57.9% |
| 3Y | +380.2% | -26.4% | +406.6% | +339.5% |
| 5Y | +275.3% | -48.0% | +323.4% | +243.8% |
| All | +717.7% | -53.0% | +770.7% | +622.8% |
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