+222.6%
TSM vs AS
+133.7%
+88.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -2.3% | -8.5% | -10.2% |
| 7D | -18.2% | +7.1% | -25.3% | -19.8% |
| 30D | -26.8% | +12.8% | -39.6% | -29.3% |
| 3M | -14.5% | -14.7% | +0.2% | -11.1% |
| 6M | -10.0% | -9.9% | -0.1% | -8.1% |
| YTD | +17.1% | -16.1% | +33.3% | +21.1% |
| 1Y | +21.5% | +0.2% | +21.4% | +20.0% |
| All | +222.6% | +133.7% | +88.9% | +172.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling