+1,757.2%
TSM vs AON
+209.9%
+1,547.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -1.9% |
| 7D | +2.6% | -5.9% | +8.5% | +4.2% |
| 30D | +1.4% | -13.7% | +15.1% | +5.1% |
| 3M | +5.0% | -8.3% | +13.2% | +6.3% |
| 6M | +24.0% | -3.6% | +27.6% | +22.9% |
| YTD | +41.6% | -12.4% | +53.9% | +44.0% |
| 1Y | +66.2% | -14.6% | +80.8% | +70.0% |
| 3Y | +398.2% | -5.7% | +403.9% | +379.8% |
| 5Y | +277.6% | +9.1% | +268.5% | +236.0% |
| All | +1,757.2% | +209.9% | +1,547.3% | +924.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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