+13,171.6%
TSM vs AA
+25.1%
+13,146.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +2.7% | +1.6% | +3.4% |
| 7D | +4.4% | +1.1% | +3.3% | +4.2% |
| 30D | -7.0% | -1.3% | -5.7% | -6.6% |
| 3M | -1.8% | -23.9% | +22.1% | +6.5% |
| 6M | +2.7% | -36.8% | +39.5% | +16.9% |
| YTD | +37.1% | -22.2% | +59.3% | +44.0% |
| 1Y | +43.5% | +10.4% | +33.1% | +34.6% |
| 3Y | +341.5% | +72.0% | +269.5% | +237.9% |
| 5Y | +278.9% | -15.6% | +294.5% | +229.9% |
| 10Y | +1,641.8% | +47.8% | +1,594.0% | +872.7% |
| All | +13,171.6% | +25.1% | +13,146.5% | +4,840.7% |
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