+13,017.7%
TSM vs AGI
+5,459.2%
+7,558.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +3.0% |
| 7D | +2.7% | +0.6% | +2.1% | +2.7% |
| 30D | +3.6% | +18.2% | -14.6% | +2.5% |
| 3M | -3.4% | -4.1% | +0.8% | -3.3% |
| 6M | +20.6% | -28.7% | +49.3% | +22.6% |
| YTD | +41.9% | -4.0% | +45.8% | +41.6% |
| 1Y | +84.4% | +17.4% | +67.0% | +81.8% |
| 3Y | +380.2% | +203.0% | +177.2% | +348.1% |
| 5Y | +275.3% | +376.7% | -101.3% | +240.6% |
| 10Y | +1,751.4% | +407.5% | +1,343.9% | +1,535.9% |
| All | +13,017.7% | +5,459.2% | +7,558.5% | +13,010.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling