+75.4%
TSM vs AMRZ
-24.7%
+100.1%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.1% |
| 7D | +4.8% | -4.7% | +9.4% | +6.2% |
| 30D | +4.0% | -11.3% | +15.3% | +7.7% |
| 3M | +2.0% | -22.1% | +24.0% | +9.5% |
| 6M | +25.5% | -29.6% | +55.1% | +38.9% |
| YTD | +44.0% | -23.3% | +67.3% | +55.9% |
| 1Y | +75.4% | -23.7% | +99.2% | +88.0% |
| All | +75.4% | -24.7% | +100.1% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMRZ.
Daily Out/Under-Performance
Portfolio return minus AMRZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMRZ 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 1y: compounded portfolio wealth divided by compounded AMRZ 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…
1y analysis · Full analysis span regression · 6 months rolling