+1,643.1%
TSM vs AON
+233.0%
+1,410.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.1% | -2.0% |
| 7D | +6.2% | +1.0% | +5.2% | +5.9% |
| 30D | -7.3% | +23.2% | -30.5% | -12.2% |
| 3M | -7.1% | -5.0% | -2.1% | -6.3% |
| 6M | +0.2% | +9.3% | -9.1% | -3.7% |
| YTD | +32.2% | -3.4% | +35.7% | +30.9% |
| 1Y | +42.8% | -2.9% | +45.7% | +40.8% |
| 3Y | +330.4% | +3.6% | +326.8% | +303.9% |
| 5Y | +263.9% | +16.9% | +247.1% | +219.4% |
| All | +1,643.1% | +233.0% | +1,410.1% | +855.1% |
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