+1,643.1%
TSM vs AR
+57.4%
+1,585.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.7% | -1.7% |
| 7D | +6.2% | +7.4% | -1.2% | +5.4% |
| 30D | -7.3% | +5.8% | -13.0% | -7.8% |
| 3M | -7.1% | +5.2% | -12.3% | -7.8% |
| 6M | +0.2% | +5.4% | -5.2% | -0.7% |
| YTD | +32.2% | +12.4% | +19.8% | +29.4% |
| 1Y | +42.8% | +12.8% | +30.0% | +39.6% |
| 3Y | +330.4% | +47.2% | +283.2% | +307.6% |
| 5Y | +263.9% | +101.1% | +162.8% | +231.1% |
| All | +1,643.1% | +57.4% | +1,585.7% | +1,481.6% |
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