+243.0%
TSM vs AS
+134.9%
+108.1%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +6.2% |
| 7D | -7.6% | +6.9% | -14.5% | -9.2% |
| 30D | -20.5% | +16.0% | -36.5% | -23.8% |
| 3M | -10.0% | -12.8% | +2.9% | -7.0% |
| 6M | -10.1% | -15.4% | +5.3% | -6.6% |
| YTD | +24.5% | -15.7% | +40.3% | +28.6% |
| 1Y | +31.2% | +6.1% | +25.1% | +27.7% |
| All | +243.0% | +134.9% | +108.1% | +189.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 10y: compounded portfolio wealth divided by compounded AS 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…
10y analysis · Full analysis span regression · 6 months rolling