+1,709.2%
TSM vs AR
+47.7%
+1,661.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +2.9% |
| 7D | +2.7% | +2.5% | +0.2% | +2.5% |
| 30D | +3.6% | +14.8% | -11.2% | +2.1% |
| 3M | -3.4% | +6.2% | -9.6% | -4.2% |
| 6M | +20.6% | +4.3% | +16.3% | +19.5% |
| YTD | +41.9% | +14.4% | +27.5% | +38.8% |
| 1Y | +84.4% | +21.3% | +63.0% | +79.0% |
| 3Y | +380.2% | +39.8% | +340.4% | +356.8% |
| 5Y | +275.3% | +142.1% | +133.3% | +236.0% |
| All | +1,709.2% | +47.7% | +1,661.5% | +1,565.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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