+33.0%
TSM vs AR
+6.0%
+27.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.6% |
| 7D | -2.5% | -10.5% | +8.0% | -4.1% |
| 30D | -14.3% | +1.3% | -15.6% | -13.7% |
| 3M | -7.2% | +4.8% | -12.0% | -6.0% |
| 6M | -5.1% | +1.2% | -6.3% | -3.9% |
| YTD | +28.9% | +5.5% | +23.4% | +29.7% |
| All | +33.0% | +6.0% | +27.0% | +33.8% |
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 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