+1,502.2%
TSM vs AMT
+116.9%
+1,385.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | -2.5% | +0.4% | -2.9% | -2.6% |
| 30D | -14.3% | +3.7% | -18.0% | -15.0% |
| 3M | -7.2% | +10.7% | -18.0% | -9.4% |
| 6M | -5.1% | +9.3% | -14.4% | -7.8% |
| YTD | +28.9% | +10.9% | +17.9% | +24.4% |
| 1Y | +37.1% | +10.5% | +26.5% | +32.3% |
| 3Y | +341.5% | +15.5% | +325.9% | +299.8% |
| 5Y | +245.7% | -20.6% | +266.3% | +252.6% |
| 10Y | +1,502.2% | +124.5% | +1,377.7% | +1,094.2% |
| All | +1,502.2% | +116.9% | +1,385.4% | +1,094.2% |
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