+1,753.6%
TSM vs AA
+121.7%
+1,631.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.2% | +1.6% |
| 7D | +6.0% | +1.7% | +4.4% | +5.6% |
| 30D | +4.5% | +3.3% | +1.2% | +3.6% |
| 3M | +3.1% | -29.4% | +32.5% | +10.6% |
| 6M | +30.2% | -12.8% | +43.0% | +32.4% |
| YTD | +45.2% | -2.1% | +47.3% | +43.4% |
| 1Y | +79.6% | +62.8% | +16.8% | +57.5% |
| 3Y | +411.0% | +90.5% | +320.5% | +317.0% |
| 5Y | +290.7% | +19.1% | +271.6% | +232.2% |
| 10Y | +1,753.6% | +124.8% | +1,628.8% | +1,057.6% |
| All | +1,753.6% | +121.7% | +1,631.9% | +1,057.6% |
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