+278.9%
TSM vs AR
+98.1%
+180.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.5% | +2.7% | +4.0% |
| 7D | +4.4% | +2.1% | +2.4% | +4.2% |
| 30D | -7.0% | +4.5% | -11.5% | -7.7% |
| 3M | -1.8% | +1.0% | -2.8% | -2.2% |
| 6M | +2.7% | +4.4% | -1.7% | +1.3% |
| YTD | +37.1% | +10.9% | +26.2% | +32.2% |
| 1Y | +43.5% | +8.6% | +34.9% | +38.8% |
| 3Y | +341.5% | +48.5% | +293.0% | +301.6% |
| 5Y | +278.9% | +95.7% | +183.1% | +221.0% |
| All | +278.9% | +98.1% | +180.8% | +221.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling