+9,656.4%
TSM vs AGG
+98.1%
+9,558.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.9% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +3.6% | -0.4% | +4.0% | +3.5% |
| 3M | -3.4% | -0.7% | -2.7% | -3.6% |
| 6M | +20.6% | -1.5% | +22.1% | +19.7% |
| YTD | +41.9% | -0.3% | +42.1% | +41.6% |
| 1Y | +84.4% | +1.3% | +83.1% | +85.2% |
| 3Y | +380.2% | +13.2% | +367.0% | +405.9% |
| 5Y | +275.3% | -1.4% | +276.8% | +255.2% |
| 10Y | +1,751.4% | +14.9% | +1,736.5% | +1,915.9% |
| All | +9,656.4% | +98.1% | +9,558.4% | +17,998.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling