+35.7%
TSM vs AR
+9.7%
+26.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +4.3% | +1.3% | +6.1% |
| 7D | -2.1% | -5.8% | +3.7% | -3.0% |
| 30D | -12.5% | +4.8% | -17.4% | -11.7% |
| 3M | -5.0% | +1.5% | -6.5% | -4.4% |
| 6M | -3.2% | +4.7% | -7.9% | -1.6% |
| YTD | +31.5% | +9.2% | +22.3% | +32.8% |
| 1Y | +35.7% | +11.2% | +24.5% | +36.9% |
| All | +35.7% | +9.7% | +26.0% | +36.9% |
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