+265.7%
TSM vs AG
0.0%
+265.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.8% | -1.3% |
| 7D | +6.2% | -10.0% | +16.2% | +8.0% |
| 30D | -7.3% | -10.5% | +3.2% | -5.7% |
| 3M | -7.1% | -27.3% | +20.1% | -2.7% |
| 6M | +0.2% | -43.0% | +43.2% | +8.2% |
| YTD | +32.2% | -17.9% | +50.1% | +33.4% |
| 1Y | +42.8% | +11.9% | +30.9% | +37.2% |
| 3Y | +330.4% | +201.8% | +128.6% | +246.3% |
| All | +265.7% | 0.0% | +265.7% | +234.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling