+1,643.1%
TSM vs AEM
+412.5%
+1,230.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +6.2% | -6.8% | +13.1% | +7.2% |
| 30D | -7.3% | +0.8% | -8.1% | -7.6% |
| 3M | -7.1% | -0.8% | -6.3% | -7.4% |
| 6M | +0.2% | -8.5% | +8.7% | +0.7% |
| YTD | +32.2% | +5.9% | +26.3% | +30.0% |
| 1Y | +42.8% | +6.6% | +36.2% | +40.2% |
| 3Y | +330.4% | +302.2% | +28.2% | +256.8% |
| 5Y | +263.9% | +250.8% | +13.1% | +202.0% |
| All | +1,643.1% | +412.5% | +1,230.6% | +1,312.5% |
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