+76.9%
TSM vs AG
+119.5%
-42.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +2.6% |
| 7D | +6.0% | +4.5% | +1.6% | +5.0% |
| 30D | +4.5% | +12.9% | -8.3% | +1.7% |
| 3M | +3.1% | +20.9% | -17.8% | -1.7% |
| 6M | +30.2% | -19.5% | +49.7% | +31.7% |
| YTD | +45.2% | +24.8% | +20.4% | +35.9% |
| All | +76.9% | +119.5% | -42.7% | +55.7% |
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