+1,729.4%
TSM vs AMC
-98.9%
+1,828.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.3% | -1.5% | +2.8% |
| 7D | +2.7% | +2.3% | +0.4% | +2.7% |
| 30D | +3.6% | -0.7% | +4.4% | +3.6% |
| 3M | -3.4% | +35.2% | -38.6% | -4.2% |
| 6M | +20.6% | +124.6% | -104.0% | +18.4% |
| YTD | +41.9% | +69.9% | -28.0% | +39.8% |
| 1Y | +84.4% | -2.6% | +86.9% | +83.3% |
| 3Y | +380.2% | -79.8% | +460.0% | +383.7% |
| 5Y | +275.3% | -99.4% | +374.7% | +286.1% |
| All | +1,729.4% | -98.9% | +1,828.3% | +1,780.5% |
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