+1,753.6%
TSM vs AG
+57.4%
+1,696.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.5% |
| 7D | +6.0% | +4.5% | +1.6% | +5.4% |
| 30D | +4.5% | +12.9% | -8.3% | +2.9% |
| 3M | +3.1% | +20.9% | -17.8% | +0.4% |
| 6M | +30.2% | -19.5% | +49.7% | +32.1% |
| YTD | +45.2% | +24.8% | +20.4% | +39.5% |
| 1Y | +79.6% | +120.2% | -40.7% | +61.3% |
| 3Y | +411.0% | +279.0% | +132.0% | +321.7% |
| 5Y | +290.7% | +67.9% | +222.8% | +238.6% |
| 10Y | +1,753.6% | +57.5% | +1,696.1% | +1,598.8% |
| All | +1,753.6% | +57.4% | +1,696.2% | +1,598.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling