+13,634.3%
TSM vs AEM
+2,753.8%
+10,880.6%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.0% | +2.9% |
| 7D | +2.7% | -0.5% | +3.2% | +2.7% |
| 30D | +3.6% | +24.0% | -20.4% | +1.8% |
| 3M | -3.4% | +16.1% | -19.5% | -4.6% |
| 6M | +20.6% | -11.6% | +32.2% | +21.4% |
| YTD | +41.9% | +21.5% | +20.3% | +39.3% |
| 1Y | +84.4% | +39.2% | +45.2% | +79.2% |
| 3Y | +380.2% | +347.4% | +32.8% | +327.9% |
| 5Y | +275.3% | +290.1% | -14.8% | +234.9% |
| 10Y | +1,751.4% | +357.8% | +1,393.6% | +1,508.4% |
| All | +13,634.3% | +2,753.8% | +10,880.6% | +17,795.7% |
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