+411.2%
TSM vs AON
-3.5%
+414.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.3% | +4.6% | +2.0% |
| 7D | +6.0% | -3.2% | +9.3% | +5.5% |
| 30D | +4.5% | -11.9% | +16.4% | +2.6% |
| 3M | +3.1% | -2.9% | +6.0% | +2.7% |
| 6M | +30.2% | -6.8% | +37.0% | +29.8% |
| YTD | +45.2% | -10.1% | +55.3% | +44.8% |
| 1Y | +79.6% | -14.2% | +93.8% | +80.0% |
| All | +411.2% | -3.5% | +414.7% | +405.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling