+31.2%
TSM vs AR
+8.4%
+22.8%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.8% | +7.2% | +6.2% |
| 7D | -7.6% | -14.3% | +6.7% | -9.6% |
| 30D | -20.5% | +1.4% | -21.9% | -19.9% |
| 3M | -10.0% | +3.4% | -13.4% | -8.9% |
| 6M | -10.1% | -2.1% | -8.0% | -9.3% |
| YTD | +24.5% | +4.7% | +19.8% | +25.3% |
| 1Y | +31.2% | +10.6% | +20.6% | +31.4% |
| All | +31.2% | +8.4% | +22.8% | +31.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling