+642.9%
TSM vs TE
-76.6%
+719.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -3.0% | +6.5% | +3.8% |
| 7D | -2.5% | -10.5% | +8.0% | -1.3% |
| 30D | -14.3% | -32.4% | +18.2% | -10.9% |
| 3M | -7.2% | -60.9% | +53.6% | +1.4% |
| 6M | -5.1% | -62.8% | +57.7% | +2.7% |
| YTD | +28.9% | -65.7% | +94.6% | +37.9% |
| 1Y | +37.1% | -39.9% | +77.0% | +37.6% |
| 3Y | +341.5% | +10.6% | +330.8% | +273.9% |
| 5Y | +245.7% | -79.7% | +325.4% | +247.9% |
| All | +642.9% | -76.6% | +719.5% | +602.6% |
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