+404.5%
TSM vs ANET
+302.4%
+102.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.6% | -4.4% | -1.2% |
| 7D | +1.0% | +3.0% | -2.0% | -0.3% |
| 30D | +1.0% | -5.2% | +6.1% | +3.1% |
| 3M | +2.9% | +27.6% | -24.7% | -8.3% |
| 6M | +22.8% | +44.4% | -21.6% | +1.4% |
| YTD | +43.3% | +52.3% | -9.0% | +14.1% |
| 1Y | +69.2% | +30.4% | +38.8% | +43.0% |
| 3Y | +404.5% | +313.3% | +91.3% | +167.0% |
| All | +404.5% | +302.4% | +102.1% | +167.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling