+241.5%
AMD vs TSM
+247.2%
-5.7%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.3% | +3.5% | +9.7% | +9.9% |
| 7D | +8.9% | -2.5% | +11.5% | +13.1% |
| 30D | -16.4% | -14.3% | -2.1% | -1.1% |
| 3M | +5.2% | -7.2% | +12.4% | +15.8% |
| 6M | +11.7% | -5.1% | +16.9% | +22.1% |
| YTD | +137.5% | +28.9% | +108.6% | +98.4% |
| 1Y | +117.8% | +37.1% | +80.7% | +72.5% |
| 3Y | +348.1% | +341.5% | +6.7% | +7.0% |
| 5Y | +241.5% | +245.7% | -4.2% | +3.0% |
| All | +241.5% | +247.2% | -5.7% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSM.
Daily Out/Under-Performance
Portfolio return minus TSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSM 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 TSM 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