+13,634.3%
TSM vs TER
+1,334.9%
+12,299.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TER | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.5% | -2.6% | +0.3% |
| 7D | +2.7% | +0.6% | +2.1% | +2.3% |
| 30D | +3.6% | -8.3% | +11.9% | +7.2% |
| 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% | -2.3% |
| 1Y | +84.4% | +199.9% | -115.6% | -1.5% |
| 3Y | +380.2% | +232.8% | +147.5% | +132.2% |
| 5Y | +275.3% | +198.6% | +76.8% | +83.7% |
| 10Y | +1,751.4% | +1,669.7% | +81.6% | +262.5% |
| All | +13,634.3% | +1,334.9% | +12,299.4% | +1,742.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling