+1,598.5%
TSM vs AR
+52.4%
+1,546.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.3% | +1.3% | +5.2% |
| 7D | -2.1% | -5.8% | +3.7% | -1.4% |
| 30D | -12.5% | +4.8% | -17.4% | -13.0% |
| 3M | -5.0% | +1.5% | -6.5% | -5.3% |
| 6M | -3.2% | +4.7% | -7.9% | -4.1% |
| YTD | +31.5% | +9.2% | +22.3% | +29.1% |
| 1Y | +35.7% | +11.2% | +24.5% | +32.8% |
| 3Y | +323.5% | +46.2% | +277.2% | +301.5% |
| 5Y | +263.4% | +98.1% | +165.3% | +231.3% |
| 10Y | +1,598.5% | +54.5% | +1,544.0% | +1,458.8% |
| All | +1,598.5% | +52.4% | +1,546.1% | +1,458.8% |
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