+270.1%
TSM vs TER
+86.7%
+183.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.6% |
| 7D | +14.8% | +24.0% | -9.1% | +4.0% |
| 30D | -8.9% | -30.6% | +21.7% | +6.3% |
| 3M | -5.3% | -34.5% | +29.2% | +12.0% |
| 6M | +2.6% | -26.4% | +28.9% | +11.2% |
| YTD | +34.5% | +36.4% | -1.9% | +3.0% |
| 1Y | +41.0% | +47.4% | -6.4% | +3.6% |
| 3Y | +333.1% | +202.6% | +130.6% | +99.8% |
| 5Y | +270.1% | +83.9% | +186.2% | +107.4% |
| All | +270.1% | +86.7% | +183.4% | +107.4% |
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