+1,410.4%
TSM vs AMC
-98.7%
+1,509.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +1.9% | +4.4% | +6.3% |
| 7D | -7.6% | +2.6% | -10.2% | -7.6% |
| 30D | -20.5% | +9.0% | -29.5% | -20.6% |
| 3M | -10.0% | +22.2% | -32.2% | -10.4% |
| 6M | -10.1% | +91.5% | -101.5% | -11.4% |
| YTD | +24.5% | +101.3% | -76.8% | +22.3% |
| 1Y | +31.2% | +20.8% | +10.4% | +29.9% |
| 3Y | +322.0% | -71.3% | +393.3% | +323.3% |
| 5Y | +245.3% | -99.2% | +344.5% | +253.6% |
| All | +1,410.4% | -98.7% | +1,509.1% | +1,441.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 10y: compounded portfolio wealth divided by compounded AMC 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…
10y analysis · Full analysis span regression · 6 months rolling