+330.4%
TSM vs AMCR
+14.2%
+316.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +6.2% | -2.4% | +8.6% | +6.7% |
| 30D | -7.3% | +3.6% | -10.9% | -7.9% |
| 3M | -7.1% | -4.2% | -2.9% | -6.4% |
| 6M | +0.2% | +15.5% | -15.3% | -3.6% |
| YTD | +32.2% | +9.7% | +22.5% | +28.0% |
| 1Y | +42.8% | +8.3% | +34.5% | +38.5% |
| 3Y | +330.4% | +15.4% | +315.0% | +303.4% |
| All | +330.4% | +14.2% | +316.2% | +303.4% |
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