+1,643.1%
TSM vs AA
+42.1%
+1,600.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.8% | +0.1% | -1.3% |
| 7D | +6.2% | +0.5% | +5.7% | +6.1% |
| 30D | -7.3% | -0.6% | -6.7% | -7.1% |
| 3M | -7.1% | -19.7% | +12.5% | -2.6% |
| 6M | +0.2% | -41.6% | +41.8% | +12.1% |
| YTD | +32.2% | -24.6% | +56.9% | +38.3% |
| 1Y | +42.8% | +4.9% | +37.9% | +38.6% |
| 3Y | +330.4% | +66.8% | +263.6% | +263.3% |
| 5Y | +263.9% | -19.4% | +283.3% | +238.7% |
| All | +1,643.1% | +42.1% | +1,600.9% | +1,072.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling