+1,598.5%
TSM vs AG
+64.1%
+1,534.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -5.9% | +7.9% | +2.7% |
| 7D | -2.1% | +6.0% | -8.0% | -2.8% |
| 30D | -12.5% | -13.5% | +1.0% | -11.1% |
| 3M | -5.0% | -20.7% | +15.7% | -2.6% |
| 6M | -3.2% | -31.5% | +28.3% | +0.4% |
| YTD | +31.5% | -10.1% | +41.6% | +31.1% |
| 1Y | +35.7% | +26.0% | +9.7% | +30.0% |
| 3Y | +323.5% | +228.9% | +94.6% | +257.3% |
| 5Y | +263.4% | +8.7% | +254.7% | +229.6% |
| 10Y | +1,598.5% | +71.9% | +1,526.6% | +1,348.4% |
| All | +1,598.5% | +64.1% | +1,534.4% | +1,348.4% |
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 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