+1,502.2%
TSM vs AG
+77.4%
+1,424.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.7% | -1.2% | +2.9% |
| 7D | -2.5% | +10.8% | -13.3% | -3.8% |
| 30D | -14.3% | -8.2% | -6.1% | -13.4% |
| 3M | -7.2% | -13.7% | +6.4% | -5.9% |
| 6M | -5.1% | -27.3% | +22.2% | -2.3% |
| YTD | +28.9% | -4.6% | +33.4% | +27.6% |
| 1Y | +37.1% | +39.4% | -2.3% | +29.8% |
| 3Y | +341.5% | +244.1% | +97.4% | +269.9% |
| 5Y | +245.7% | +16.8% | +228.9% | +210.9% |
| 10Y | +1,502.2% | +71.7% | +1,430.6% | +1,254.8% |
| All | +1,502.2% | +77.4% | +1,424.9% | +1,254.8% |
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