+84.4%
TSM vs AIG
-4.5%
+88.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.8% | +3.7% | +2.7% |
| 7D | +2.7% | -0.9% | +3.7% | +2.5% |
| 30D | +3.6% | -4.9% | +8.5% | +2.6% |
| 3M | -3.4% | +4.5% | -7.8% | -2.7% |
| 6M | +20.6% | -1.4% | +22.1% | +21.0% |
| YTD | +41.9% | -9.8% | +51.7% | +41.3% |
| 1Y | +84.4% | -4.5% | +88.9% | +85.9% |
| All | +84.4% | -4.5% | +88.8% | +85.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AIG.
Daily Out/Under-Performance
Portfolio return minus AIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AIG 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 1y: compounded portfolio wealth divided by compounded AIG 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…
1y analysis · Full analysis span regression · 6 months rolling