+290.8%
TSM vs AS
+120.4%
+170.4%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.6% | -0.7% | +1.9% |
| 7D | +2.7% | -4.9% | +7.6% | +4.1% |
| 30D | +3.6% | -19.6% | +23.2% | +9.7% |
| 3M | -3.4% | -14.4% | +11.0% | +0.3% |
| 6M | +20.6% | -20.1% | +40.7% | +27.2% |
| YTD | +41.9% | -20.9% | +62.8% | +49.5% |
| 1Y | +84.4% | -21.9% | +106.2% | +94.0% |
| All | +290.8% | +120.4% | +170.4% | +236.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling