+12,400.9%
TSM vs AMT
+1,431.6%
+10,969.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.7% | +9.0% | +7.0% |
| 7D | -7.6% | +0.5% | -8.1% | -7.8% |
| 30D | -20.5% | +13.6% | -34.1% | -23.5% |
| 3M | -10.0% | +11.5% | -21.5% | -13.1% |
| 6M | -10.1% | +6.9% | -17.0% | -13.0% |
| YTD | +24.5% | +10.8% | +13.7% | +18.8% |
| 1Y | +31.2% | +10.3% | +20.9% | +25.2% |
| 3Y | +322.0% | +12.4% | +309.6% | +287.9% |
| 5Y | +245.3% | -20.1% | +265.3% | +245.2% |
| 10Y | +1,465.8% | +116.8% | +1,349.0% | +1,052.9% |
| All | +12,400.9% | +1,431.6% | +10,969.3% | +4,400.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling