+1,753.6%
TSM vs AME
+421.6%
+1,332.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.3% | +2.3% |
| 7D | +6.0% | +2.8% | +3.3% | +4.3% |
| 30D | +4.5% | -6.3% | +10.8% | +8.7% |
| 3M | +3.1% | +5.4% | -2.3% | +0.2% |
| 6M | +30.2% | +7.4% | +22.8% | +25.1% |
| YTD | +45.2% | +16.2% | +29.0% | +33.2% |
| 1Y | +79.6% | +26.8% | +52.7% | +55.7% |
| 3Y | +411.0% | +57.5% | +353.5% | +287.0% |
| 5Y | +290.7% | +84.8% | +205.9% | +167.7% |
| 10Y | +1,753.6% | +424.3% | +1,329.3% | +783.7% |
| All | +1,753.6% | +421.6% | +1,332.0% | +783.7% |
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