+397.0%
TSM vs AME
+54.4%
+342.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +1.8% |
| 7D | +2.7% | +0.6% | +2.1% | +2.3% |
| 30D | +3.6% | -6.7% | +10.3% | +8.9% |
| 3M | -3.4% | +4.1% | -7.4% | -5.7% |
| 6M | +20.6% | +1.6% | +19.0% | +19.2% |
| YTD | +41.9% | +16.1% | +25.7% | +28.6% |
| 1Y | +84.4% | +27.3% | +57.0% | +56.8% |
| All | +397.0% | +54.4% | +342.6% | +252.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling