+1,641.8%
TSM vs AMT
+134.0%
+1,507.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -0.1% | +4.3% | +4.3% |
| 7D | +4.4% | -2.4% | +6.8% | +4.9% |
| 30D | -7.0% | +4.2% | -11.2% | -7.9% |
| 3M | -1.8% | +13.4% | -15.2% | -4.6% |
| 6M | +2.7% | +9.4% | -6.7% | -0.2% |
| YTD | +37.1% | +11.7% | +25.4% | +32.2% |
| 1Y | +43.5% | +7.1% | +36.3% | +39.7% |
| 3Y | +341.5% | +15.1% | +326.4% | +301.0% |
| 5Y | +278.9% | -17.9% | +296.7% | +282.0% |
| 10Y | +1,641.8% | +133.5% | +1,508.3% | +1,214.0% |
| All | +1,641.8% | +134.0% | +1,507.8% | +1,214.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AMT.
Daily Out/Under-Performance
Portfolio return minus AMT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMT 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 10y: compounded portfolio wealth divided by compounded AMT 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…
10y analysis · Full analysis span regression · 6 months rolling