+12,702.2%
TSM vs AON
+1,284.0%
+11,418.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.5% | -3.1% | -2.2% |
| 7D | +6.2% | +1.0% | +5.2% | +5.8% |
| 30D | -7.3% | +23.2% | -30.5% | -14.1% |
| 3M | -7.1% | -5.0% | -2.1% | -6.4% |
| 6M | +0.2% | +9.3% | -9.1% | -4.9% |
| YTD | +32.2% | -3.4% | +35.7% | +29.6% |
| 1Y | +42.8% | -2.9% | +45.7% | +39.5% |
| 3Y | +330.4% | +3.6% | +326.8% | +300.8% |
| 5Y | +263.9% | +16.9% | +247.1% | +220.6% |
| 10Y | +1,580.2% | +234.4% | +1,345.8% | +862.8% |
| All | +12,702.2% | +1,284.0% | +11,418.2% | +3,031.2% |
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