+13,634.3%
TSM vs AON
+1,218.3%
+12,416.0%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.0% | +3.3% |
| 7D | +2.7% | -9.1% | +11.8% | +6.0% |
| 30D | +3.6% | -10.2% | +13.8% | +7.2% |
| 3M | -3.4% | +0.5% | -3.9% | -4.8% |
| 6M | +20.6% | -4.8% | +25.5% | +20.4% |
| YTD | +41.9% | -8.0% | +49.9% | +42.5% |
| 1Y | +84.4% | -13.1% | +97.4% | +88.2% |
| 3Y | +380.2% | -1.3% | +381.5% | +357.9% |
| 5Y | +275.3% | +14.9% | +260.4% | +234.2% |
| 10Y | +1,751.4% | +214.9% | +1,536.5% | +991.4% |
| All | +13,634.3% | +1,218.3% | +12,416.0% | +3,341.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling