+285.0%
TSM vs AON
+9.3%
+275.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.5% | +2.7% | -0.5% |
| 7D | +4.8% | -7.9% | +12.7% | +5.7% |
| 30D | +4.0% | -14.6% | +18.7% | +5.7% |
| 3M | +2.0% | -7.9% | +9.9% | +2.2% |
| 6M | +25.5% | -8.0% | +33.5% | +25.5% |
| YTD | +44.0% | -13.2% | +57.2% | +45.6% |
| 1Y | +75.4% | -16.4% | +91.9% | +78.8% |
| 3Y | +406.7% | -6.7% | +413.4% | +388.2% |
| 5Y | +285.0% | +8.0% | +277.0% | +224.6% |
| All | +285.0% | +9.3% | +275.7% | +224.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling