+84.4%
TSM vs TER
+203.7%
-119.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.4% | -2.6% | +1.0% |
| 7D | +2.7% | +0.6% | +2.1% | +2.5% |
| 30D | +3.6% | -8.3% | +11.9% | +6.3% |
| 3M | -3.4% | -12.2% | +8.9% | -0.9% |
| 6M | +20.6% | +17.0% | +3.6% | +9.7% |
| YTD | +41.9% | +84.6% | -42.7% | +11.6% |
| 1Y | +84.4% | +199.8% | -115.4% | +27.6% |
| All | +84.4% | +203.7% | -119.4% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TER.
Daily Out/Under-Performance
Portfolio return minus TER return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TER 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 TER 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