+1,598.5%
TSM vs AME
+438.4%
+1,160.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | -2.1% | -4.1% | +2.1% | +0.8% |
| 30D | -12.5% | -4.1% | -8.4% | -9.9% |
| 3M | -5.0% | -5.6% | +0.6% | -1.2% |
| 6M | -3.2% | +2.8% | -6.1% | -4.2% |
| YTD | +31.5% | +16.6% | +14.9% | +20.7% |
| 1Y | +35.7% | +21.1% | +14.6% | +21.8% |
| 3Y | +323.5% | +61.1% | +262.4% | +216.9% |
| 5Y | +263.4% | +76.6% | +186.8% | +155.8% |
| 10Y | +1,598.5% | +431.3% | +1,167.2% | +714.4% |
| All | +1,598.5% | +438.4% | +1,160.1% | +714.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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