+0.2%
TSM vs AAOX
-97.9%
+98.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AAOX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -10.8% | +9.2% | -0.4% |
| 7D | +6.2% | -3.4% | +9.6% | +5.8% |
| 30D | -7.3% | -72.8% | +65.6% | +3.8% |
| 3M | -7.1% | -90.7% | +83.5% | +11.8% |
| 6M | +0.2% | -98.2% | +98.4% | +28.8% |
| All | +0.2% | -97.9% | +98.1% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AAOX.
Daily Out/Under-Performance
Portfolio return minus AAOX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AAOX 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 6mo: compounded portfolio wealth divided by compounded AAOX 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…
6mo analysis · Full analysis span regression · 6 months rolling