+36.0%
TSM vs AG
+29.4%
+6.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +9.1% | -11.4% | -4.1% |
| 7D | -10.0% | -2.6% | -7.4% | -9.5% |
| 30D | -18.5% | -12.1% | -6.4% | -16.6% |
| 3M | -4.9% | -6.6% | +1.7% | -4.3% |
| 6M | -1.0% | -20.5% | +19.5% | +1.5% |
| YTD | +31.3% | -7.4% | +38.7% | +32.3% |
| 1Y | +36.0% | +33.4% | +2.6% | +29.4% |
| All | +36.0% | +29.4% | +6.6% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 1y: compounded portfolio wealth divided by compounded AG 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…
1y analysis · Full analysis span regression · 6 months rolling