+262.2%
TSM vs AS
+137.8%
+124.5%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.8% | +3.9% | +2.5% |
| 7D | -2.1% | +4.5% | -6.5% | -3.2% |
| 30D | -12.5% | +13.2% | -25.8% | -15.6% |
| 3M | -5.0% | -11.9% | +6.9% | -2.1% |
| 6M | -3.2% | -11.6% | +8.4% | -0.7% |
| YTD | +31.5% | -14.7% | +46.2% | +35.4% |
| 1Y | +35.7% | +5.7% | +30.0% | +32.2% |
| All | +262.2% | +137.8% | +124.5% | +204.8% |
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