+12,629.9%
TSM vs AEIS
+690.4%
+11,939.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.1% | +0.9% | +1.6% |
| 7D | -2.1% | -6.9% | +4.8% | +0.2% |
| 30D | -12.5% | -23.2% | +10.7% | -4.7% |
| 3M | -5.0% | -29.5% | +24.5% | +5.9% |
| 6M | -3.2% | -37.9% | +34.7% | +11.1% |
| YTD | +31.5% | +6.0% | +25.5% | +24.2% |
| 1Y | +35.7% | +1.2% | +34.5% | +30.1% |
| 3Y | +323.5% | +150.0% | +173.5% | +192.2% |
| 5Y | +263.4% | +141.9% | +121.5% | +151.4% |
| 10Y | +1,598.5% | +356.2% | +1,242.4% | +764.3% |
| All | +12,629.9% | +690.4% | +11,939.5% | +3,505.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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