+111.0%
TSM vs AMRZ
-17.3%
+128.3%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMRZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.3% | +6.6% | +3.5% |
| 7D | +6.0% | -2.0% | +8.0% | +6.5% |
| 30D | +4.5% | -9.8% | +14.4% | +7.3% |
| 3M | +3.1% | -17.2% | +20.3% | +7.7% |
| 6M | +30.2% | -26.9% | +57.1% | +40.4% |
| YTD | +45.2% | -21.5% | +66.7% | +55.1% |
| 1Y | +79.6% | -22.9% | +102.4% | +87.8% |
| All | +111.0% | -17.3% | +128.3% | +123.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling