+1,502.2%
TSM vs TER
+1,026.7%
+475.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +12.7% | -9.2% | -2.4% |
| 7D | -2.5% | -5.8% | +3.2% | -0.2% |
| 30D | -14.3% | -38.9% | +24.6% | +6.6% |
| 3M | -7.2% | -35.1% | +27.9% | +10.6% |
| 6M | -5.1% | -31.6% | +26.4% | +6.6% |
| YTD | +28.9% | +27.2% | +1.6% | +2.4% |
| 1Y | +37.1% | +35.2% | +1.9% | +5.2% |
| 3Y | +341.5% | +192.8% | +148.7% | +112.8% |
| 5Y | +245.7% | +72.4% | +173.3% | +107.6% |
| 10Y | +1,502.2% | +1,001.8% | +500.4% | +295.7% |
| All | +1,502.2% | +1,026.7% | +475.5% | +295.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling