+11,954.4%
TSM vs AA
+20.6%
+11,933.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.9% | +3.4% | +5.4% |
| 7D | -7.6% | +0.9% | -8.4% | -7.7% |
| 30D | -20.5% | -6.7% | -13.8% | -18.7% |
| 3M | -10.0% | -16.3% | +6.4% | -5.2% |
| 6M | -10.1% | -37.1% | +27.1% | +2.5% |
| YTD | +24.5% | -25.0% | +49.5% | +32.4% |
| 1Y | +31.2% | +8.6% | +22.6% | +23.7% |
| 3Y | +322.0% | +57.2% | +264.7% | +232.2% |
| 5Y | +245.3% | -13.0% | +258.3% | +196.8% |
| 10Y | +1,465.8% | +65.5% | +1,400.3% | +732.0% |
| All | +11,954.4% | +20.6% | +11,933.8% | +4,441.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling