+1,779.8%
TSM vs ANET
+3,934.2%
-2,154.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.6% | -4.4% | -0.8% |
| 7D | +1.0% | +3.0% | -2.0% | -0.1% |
| 30D | +1.0% | -5.2% | +6.1% | +2.7% |
| 3M | +2.9% | +27.6% | -24.7% | -6.1% |
| 6M | +22.8% | +44.4% | -21.6% | +5.9% |
| YTD | +43.3% | +52.3% | -9.0% | +20.3% |
| 1Y | +69.2% | +30.4% | +38.8% | +48.7% |
| 3Y | +404.5% | +313.3% | +91.3% | +195.1% |
| 5Y | +282.2% | +810.0% | -527.8% | +71.3% |
| All | +1,779.8% | +3,934.2% | -2,154.4% | +550.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ANET.
Daily Out/Under-Performance
Portfolio return minus ANET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ANET 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 ANET 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