+1,757.2%
TSM vs AMCR
+16.5%
+1,740.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | +2.6% | -5.0% | +7.6% | +4.2% |
| 30D | +1.4% | -8.0% | +9.4% | +3.8% |
| 3M | +5.0% | +14.3% | -9.3% | +0.3% |
| 6M | +24.0% | +5.3% | +18.6% | +21.1% |
| YTD | +41.6% | +7.7% | +33.8% | +36.7% |
| 1Y | +66.2% | +10.8% | +55.3% | +58.6% |
| 3Y | +398.2% | +9.6% | +388.6% | +368.4% |
| 5Y | +277.6% | -10.2% | +287.8% | +276.8% |
| All | +1,757.2% | +16.5% | +1,740.7% | +1,496.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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