+285.0%
TSM vs AIG
+53.4%
+231.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +4.8% | -1.4% | +6.2% | +5.1% |
| 30D | +4.0% | -3.3% | +7.4% | +4.9% |
| 3M | +2.0% | +2.2% | -0.2% | +0.8% |
| 6M | +25.5% | -2.1% | +27.6% | +25.3% |
| YTD | +44.0% | -11.2% | +55.2% | +47.8% |
| 1Y | +75.4% | -2.1% | +77.5% | +73.6% |
| 3Y | +406.7% | +34.4% | +372.4% | +337.6% |
| 5Y | +285.0% | +53.7% | +231.3% | +207.4% |
| All | +285.0% | +53.4% | +231.6% | +207.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling