+1,757.2%
TSM vs AGI
+388.9%
+1,368.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.4% |
| 7D | +2.6% | -5.3% | +7.9% | +3.1% |
| 30D | +1.4% | +6.8% | -5.3% | +0.7% |
| 3M | +5.0% | +8.3% | -3.3% | +3.8% |
| 6M | +24.0% | -29.2% | +53.2% | +27.1% |
| YTD | +41.6% | -7.3% | +48.8% | +41.6% |
| 1Y | +66.2% | +8.0% | +58.1% | +64.0% |
| 3Y | +398.2% | +206.6% | +191.7% | +351.7% |
| 5Y | +277.6% | +398.1% | -120.5% | +230.4% |
| All | +1,757.2% | +388.9% | +1,368.2% | +1,593.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 10y: compounded portfolio wealth divided by compounded AGI 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…
10y analysis · Full analysis span regression · 6 months rolling