+1,707.0%
TSM vs ASX
+1,030.8%
+676.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.6% | -2.3% | +0.5% |
| 7D | +4.4% | +0.8% | +3.6% | +2.9% |
| 30D | -7.0% | -20.4% | +13.5% | +4.1% |
| 3M | -1.8% | -2.1% | +0.3% | -3.4% |
| 6M | +2.7% | +8.2% | -5.5% | -7.8% |
| YTD | +37.1% | +137.3% | -100.2% | -23.8% |
| 1Y | +43.5% | +155.0% | -111.5% | -23.7% |
| 3Y | +341.5% | +397.9% | -56.4% | +57.0% |
| 5Y | +278.9% | +529.2% | -250.4% | +16.4% |
| All | +1,707.0% | +1,030.8% | +676.2% | +269.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ASX.
Daily Out/Under-Performance
Portfolio return minus ASX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASX 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 ASX 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