+373.1%
TSM vs AMT
+8.2%
+364.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +3.9% | +2.6% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +3.6% | +4.6% | -1.0% | +4.6% |
| 3M | -3.4% | -8.4% | +5.1% | -3.9% |
| 6M | +20.6% | -6.0% | +26.6% | +20.4% |
| YTD | +41.9% | +2.1% | +39.7% | +43.6% |
| 1Y | +84.4% | -6.4% | +90.7% | +84.2% |
| All | +373.1% | +8.2% | +364.9% | +358.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling