+397.0%
TSM vs AG
+274.2%
+122.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.0% | +4.8% | +3.2% |
| 7D | +2.7% | +1.0% | +1.7% | +2.5% |
| 30D | +3.6% | +19.2% | -15.6% | +0.3% |
| 3M | -3.4% | +6.2% | -9.5% | -5.1% |
| 6M | +20.6% | -26.7% | +47.3% | +24.2% |
| YTD | +41.9% | +26.1% | +15.8% | +33.8% |
| 1Y | +84.4% | +131.7% | -47.3% | +57.9% |
| All | +397.0% | +274.2% | +122.8% | +288.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling