+407.0%
TSM vs AMCR
+8.5%
+398.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +1.9% | -0.3% |
| 7D | +4.8% | -6.3% | +11.1% | +6.2% |
| 30D | +4.0% | -7.1% | +11.2% | +5.6% |
| 3M | +2.0% | +12.7% | -10.7% | -1.4% |
| 6M | +25.5% | +5.2% | +20.3% | +22.6% |
| YTD | +44.0% | +8.1% | +35.9% | +39.7% |
| 1Y | +75.4% | +11.7% | +63.7% | +68.8% |
| All | +407.0% | +8.5% | +398.5% | +384.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling