+75.4%
TSM vs AME
+26.4%
+49.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.3% |
| 7D | +4.8% | +1.3% | +3.5% | +3.7% |
| 30D | +4.0% | -6.6% | +10.6% | +9.7% |
| 3M | +2.0% | +3.0% | -1.0% | +0.2% |
| 6M | +25.5% | +5.3% | +20.2% | +20.3% |
| YTD | +44.0% | +15.4% | +28.6% | +33.7% |
| 1Y | +75.4% | +26.8% | +48.6% | +57.0% |
| All | +75.4% | +26.4% | +49.1% | +57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling