+263.4%
TSM vs AMC
-99.1%
+362.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.8% | +0.3% | +1.9% |
| 7D | -2.1% | +5.5% | -7.5% | -2.4% |
| 30D | -12.5% | +16.1% | -28.6% | -13.4% |
| 3M | -5.0% | +43.0% | -48.0% | -7.4% |
| 6M | -3.2% | +130.7% | -133.9% | -9.5% |
| YTD | +31.5% | +121.8% | -90.3% | +22.6% |
| 1Y | +35.7% | +40.7% | -5.0% | +30.0% |
| 3Y | +323.5% | -56.8% | +380.3% | +323.8% |
| 5Y | +263.4% | -99.1% | +362.5% | +317.4% |
| All | +263.4% | -99.1% | +362.5% | +317.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling