+290.7%
TSM vs AEM
+297.7%
-7.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.8% | +2.6% |
| 7D | +6.0% | +4.3% | +1.7% | +5.1% |
| 30D | +4.5% | +13.1% | -8.6% | +1.8% |
| 3M | +3.1% | +24.8% | -21.7% | -1.8% |
| 6M | +30.2% | -8.2% | +38.5% | +30.7% |
| YTD | +45.2% | +19.8% | +25.4% | +39.2% |
| 1Y | +79.6% | +32.1% | +47.5% | +69.2% |
| 3Y | +411.0% | +348.2% | +62.8% | +292.3% |
| 5Y | +290.7% | +297.5% | -6.7% | +198.1% |
| All | +290.7% | +297.7% | -7.0% | +198.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling