+1,753.6%
TSM vs TER
+1,753.0%
+0.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.2% | -1.9% | +0.4% |
| 7D | +6.0% | +11.0% | -4.9% | +1.0% |
| 30D | +4.5% | -1.9% | +6.4% | +4.8% |
| 3M | +3.1% | -0.7% | +3.8% | +0.2% |
| 6M | +30.2% | +36.4% | -6.2% | +4.6% |
| YTD | +45.2% | +92.4% | -47.2% | -3.1% |
| 1Y | +79.6% | +213.5% | -134.0% | -8.3% |
| 3Y | +411.0% | +277.2% | +133.7% | +124.2% |
| 5Y | +290.7% | +219.1% | +71.6% | +77.5% |
| 10Y | +1,753.6% | +1,744.2% | +9.3% | +242.6% |
| All | +1,753.6% | +1,753.0% | +0.6% | +242.6% |
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 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