+280.2%
TSM vs ANET
+813.4%
-533.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ANET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +5.6% | -4.4% | -1.1% |
| 7D | +1.0% | +3.0% | -2.0% | -0.3% |
| 30D | +1.0% | -5.2% | +6.1% | +3.0% |
| 3M | +2.9% | +27.6% | -24.7% | -7.7% |
| 6M | +22.8% | +44.4% | -21.6% | +2.7% |
| YTD | +43.3% | +52.3% | -9.0% | +15.9% |
| 1Y | +69.2% | +30.4% | +38.8% | +44.6% |
| 3Y | +404.5% | +313.3% | +91.3% | +159.3% |
| All | +280.2% | +813.4% | -533.2% | +41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling