+236.4%
TSM vs TER
+53.6%
+182.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.6% | +3.8% | +5.2% |
| 7D | -7.6% | -20.5% | +12.9% | +2.3% |
| 30D | -20.5% | -47.0% | +26.5% | +5.0% |
| 3M | -10.0% | -43.3% | +33.3% | +13.7% |
| 6M | -10.1% | -42.9% | +32.9% | +9.5% |
| YTD | +24.5% | +12.9% | +11.6% | +4.2% |
| 1Y | +31.2% | +18.2% | +13.0% | +6.9% |
| 3Y | +322.0% | +151.8% | +170.2% | +112.0% |
| All | +236.4% | +53.6% | +182.7% | +104.1% |
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