+373.1%
TSM vs AR
+40.7%
+332.3%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +3.0% |
| 7D | +2.7% | +2.5% | +0.2% | +2.2% |
| 30D | +3.6% | +14.8% | -11.2% | +0.7% |
| 3M | -3.4% | +6.2% | -9.6% | -4.8% |
| 6M | +20.6% | +4.3% | +16.3% | +18.4% |
| YTD | +41.9% | +14.4% | +27.5% | +35.0% |
| 1Y | +84.4% | +21.3% | +63.0% | +71.7% |
| All | +373.1% | +40.7% | +332.3% | +328.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling