+273.1%
TSM vs TER
+197.9%
+75.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.6% | +0.4% |
| 7D | +2.7% | +0.6% | +2.1% | +2.4% |
| 30D | +3.6% | -8.3% | +11.9% | +7.0% |
| 3M | -3.4% | -12.2% | +8.8% | -0.7% |
| 6M | +20.6% | +17.1% | +3.5% | +4.4% |
| YTD | +41.9% | +84.7% | -42.8% | -3.0% |
| 1Y | +84.4% | +199.9% | -115.6% | -3.6% |
| 3Y | +380.2% | +232.8% | +147.5% | +123.3% |
| All | +273.1% | +197.9% | +75.2% | +75.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling