+69.0%
TSM vs AIG
-1.7%
+70.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.7% |
| 7D | +4.8% | -1.4% | +6.2% | +4.5% |
| 30D | +4.0% | -3.3% | +7.4% | +3.4% |
| 3M | +2.0% | +2.2% | -0.2% | +2.2% |
| 6M | +25.5% | -2.1% | +27.6% | +25.5% |
| YTD | +44.0% | -11.2% | +55.2% | +43.6% |
| All | +69.0% | -1.7% | +70.7% | +68.1% |
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