+265.7%
TSM vs AME
+77.7%
+188.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -2.0% |
| 7D | +6.2% | +5.9% | +0.3% | +1.7% |
| 30D | -7.3% | -1.9% | -5.4% | -5.7% |
| 3M | -7.1% | -5.4% | -1.8% | -3.1% |
| 6M | +0.2% | +4.9% | -4.7% | -2.6% |
| YTD | +32.2% | +18.5% | +13.8% | +18.1% |
| 1Y | +42.8% | +25.5% | +17.3% | +22.6% |
| 3Y | +330.4% | +63.0% | +267.4% | +200.3% |
| All | +265.7% | +77.7% | +188.0% | +134.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling