+12,702.2%
TSM vs AIG
-81.3%
+12,783.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.0% | -1.7% |
| 7D | +6.2% | +6.6% | -0.4% | +4.9% |
| 30D | -7.3% | +7.0% | -14.3% | -8.6% |
| 3M | -7.1% | +9.7% | -16.8% | -9.0% |
| 6M | +0.2% | +10.8% | -10.6% | -2.3% |
| YTD | +32.2% | -1.3% | +33.5% | +31.4% |
| 1Y | +42.8% | +8.4% | +34.4% | +39.2% |
| 3Y | +330.4% | +39.0% | +291.4% | +297.3% |
| 5Y | +263.9% | +59.6% | +204.3% | +224.8% |
| 10Y | +1,580.2% | +68.4% | +1,511.8% | +1,313.8% |
| All | +12,702.2% | -81.3% | +12,783.5% | +9,726.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling