+284.1%
TSM vs AGG
-1.9%
+285.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +4.8% | -0.2% | +4.9% | +4.9% |
| 30D | +4.0% | -0.2% | +4.3% | +4.2% |
| 3M | +2.0% | -0.7% | +2.7% | +2.4% |
| 6M | +25.5% | -1.8% | +27.3% | +26.8% |
| YTD | +44.0% | -0.6% | +44.6% | +44.7% |
| 1Y | +75.4% | +0.4% | +75.1% | +75.6% |
| 3Y | +406.7% | +13.2% | +393.6% | +372.3% |
| All | +284.1% | -1.9% | +285.9% | +252.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG 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 AGG 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