+13,634.3%
TSM vs AME
+8,187.8%
+5,446.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.4% | +2.0% |
| 7D | +2.7% | +0.6% | +2.1% | +2.4% |
| 30D | +3.6% | -6.7% | +10.3% | +7.6% |
| 3M | -3.4% | +4.1% | -7.4% | -5.2% |
| 6M | +20.6% | +1.6% | +19.0% | +20.0% |
| YTD | +41.9% | +16.1% | +25.7% | +31.1% |
| 1Y | +84.4% | +27.3% | +57.0% | +61.4% |
| 3Y | +380.2% | +50.9% | +329.4% | +281.0% |
| 5Y | +275.3% | +81.4% | +194.0% | +168.0% |
| 10Y | +1,751.4% | +417.0% | +1,334.4% | +623.6% |
| All | +13,634.3% | +8,187.8% | +5,446.5% | +1,004.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling