+13,634.3%
TSM vs AA
+52.0%
+13,582.4%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.1% | +5.0% | +3.5% |
| 7D | +2.7% | -0.7% | +3.4% | +2.9% |
| 30D | +3.6% | +5.0% | -1.4% | +1.7% |
| 3M | -3.4% | -35.8% | +32.5% | +10.0% |
| 6M | +20.6% | -18.4% | +39.0% | +25.8% |
| YTD | +41.9% | -5.5% | +47.3% | +40.4% |
| 1Y | +84.4% | +61.0% | +23.4% | +52.6% |
| 3Y | +380.2% | +66.2% | +314.0% | +268.6% |
| 5Y | +275.3% | +11.4% | +263.9% | +194.9% |
| 10Y | +1,751.4% | +116.9% | +1,634.5% | +797.1% |
| All | +13,634.3% | +52.0% | +13,582.4% | +4,718.2% |
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