+278.8%
TSM vs AMIX
-99.9%
+378.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.9% | +4.8% | +2.9% |
| 7D | +2.7% | -13.7% | +16.4% | +2.8% |
| 30D | +3.6% | -62.1% | +65.7% | +4.0% |
| 3M | -3.4% | -46.2% | +42.8% | -4.1% |
| 6M | +20.6% | -46.4% | +67.0% | +19.6% |
| YTD | +41.9% | -60.3% | +102.1% | +40.7% |
| 1Y | +84.4% | -79.7% | +164.0% | +83.0% |
| All | +278.8% | -99.9% | +378.7% | +270.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling