+12,377.6%
TSM vs AME
+8,218.1%
+4,159.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.2% | -0.7% | +1.2% |
| 7D | -2.5% | -1.5% | -1.0% | -1.4% |
| 30D | -14.3% | -4.2% | -10.1% | -11.9% |
| 3M | -7.2% | -5.9% | -1.3% | -3.7% |
| 6M | -5.1% | +2.8% | -7.9% | -6.0% |
| YTD | +28.9% | +16.6% | +12.3% | +19.3% |
| 1Y | +37.1% | +22.1% | +15.0% | +23.7% |
| 3Y | +341.5% | +64.7% | +276.8% | +235.2% |
| 5Y | +245.7% | +76.6% | +169.1% | +151.7% |
| 10Y | +1,502.2% | +443.9% | +1,058.4% | +512.1% |
| All | +12,377.6% | +8,218.1% | +4,159.5% | +905.0% |
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 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