+3,242.0%
TSM vs AR
-27.2%
+3,269.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.7% | +3.6% | +2.9% |
| 7D | +2.7% | +2.5% | +0.2% | +2.5% |
| 30D | +3.6% | +14.8% | -11.2% | +2.1% |
| 3M | -3.4% | +6.2% | -9.6% | -4.2% |
| 6M | +20.6% | +4.3% | +16.3% | +19.5% |
| YTD | +41.9% | +14.4% | +27.5% | +38.9% |
| 1Y | +84.4% | +21.3% | +63.0% | +79.1% |
| 3Y | +380.2% | +39.8% | +340.4% | +357.2% |
| 5Y | +275.3% | +142.1% | +133.3% | +236.0% |
| 10Y | +1,751.4% | +52.0% | +1,699.3% | +1,513.9% |
| All | +3,242.0% | -27.2% | +3,269.2% | +2,989.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling