+1,757.2%
TSM vs AEM
+369.2%
+1,387.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.9% | +1.2% | -1.3% |
| 7D | +2.6% | -5.0% | +7.7% | +3.4% |
| 30D | +1.4% | +8.5% | -7.0% | 0.0% |
| 3M | +5.0% | +29.3% | -24.3% | +0.7% |
| 6M | +24.0% | -12.9% | +36.9% | +25.4% |
| YTD | +41.6% | +16.8% | +24.8% | +37.7% |
| 1Y | +66.2% | +29.8% | +36.3% | +59.2% |
| 3Y | +398.2% | +336.7% | +61.5% | +308.8% |
| 5Y | +277.6% | +299.9% | -22.3% | +208.8% |
| All | +1,757.2% | +369.2% | +1,387.9% | +1,424.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling