+36.0%
TSM vs AA
+13.9%
+22.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.8% | -5.0% | -2.9% |
| 7D | -10.0% | +0.9% | -10.9% | -10.2% |
| 30D | -18.5% | -6.4% | -12.1% | -17.2% |
| 3M | -4.9% | -13.0% | +8.1% | -2.0% |
| 6M | -1.0% | -34.6% | +33.7% | +8.2% |
| YTD | +31.3% | -23.0% | +54.3% | +34.5% |
| 1Y | +36.0% | +16.0% | +20.0% | +23.8% |
| All | +36.0% | +13.9% | +22.1% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 1y: compounded portfolio wealth divided by compounded AA 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…
1y analysis · Full analysis span regression · 6 months rolling