+12,629.9%
TSM vs AEM
+2,554.9%
+10,075.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.1% | +7.2% | +2.4% |
| 7D | -2.1% | +13.9% | -15.9% | -3.1% |
| 30D | -12.5% | +0.8% | -13.3% | -12.7% |
| 3M | -5.0% | +5.8% | -10.8% | -5.6% |
| 6M | -3.2% | -1.0% | -2.2% | -3.5% |
| YTD | +31.5% | +13.1% | +18.4% | +29.7% |
| 1Y | +35.7% | +14.4% | +21.3% | +33.7% |
| 3Y | +323.5% | +325.7% | -2.2% | +278.6% |
| 5Y | +263.4% | +273.7% | -10.4% | +225.2% |
| 10Y | +1,598.5% | +390.1% | +1,208.4% | +1,370.5% |
| All | +12,629.9% | +2,554.9% | +10,075.1% | +16,556.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling