+285.0%
TSM vs AGI
+392.7%
-107.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -1.0% |
| 7D | +4.8% | +2.2% | +2.6% | +4.4% |
| 30D | +4.0% | +11.3% | -7.2% | +2.0% |
| 3M | +2.0% | +5.6% | -3.7% | +0.4% |
| 6M | +25.5% | -27.7% | +53.2% | +30.9% |
| YTD | +44.0% | -4.1% | +48.1% | +43.0% |
| 1Y | +75.4% | +13.8% | +61.6% | +69.1% |
| 3Y | +406.7% | +217.0% | +189.7% | +307.5% |
| 5Y | +285.0% | +404.3% | -119.4% | +186.1% |
| All | +285.0% | +392.7% | -107.7% | +186.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling