+244.1%
TSM vs AMIX
-99.9%
+344.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +11.8% | -8.3% | +3.4% |
| 7D | -2.5% | +1.2% | -3.7% | -2.5% |
| 30D | -14.3% | -45.3% | +31.1% | -14.0% |
| 3M | -7.2% | -83.1% | +75.8% | -6.5% |
| 6M | -5.1% | -76.9% | +71.7% | -5.5% |
| YTD | +28.9% | -85.3% | +114.2% | +28.4% |
| 1Y | +37.1% | -89.8% | +126.9% | +36.6% |
| All | +244.1% | -99.9% | +344.1% | +238.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AMIX.
Daily Out/Under-Performance
Portfolio return minus AMIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMIX 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 AMIX 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