+1,757.1%
TSM vs AU
+694.8%
+1,062.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.3% | +2.6% | -1.2% |
| 7D | +2.6% | -7.0% | +9.6% | +3.5% |
| 30D | +1.4% | +7.3% | -5.9% | +0.4% |
| 3M | +5.0% | +33.2% | -28.3% | +1.1% |
| 6M | +24.0% | -0.6% | +24.6% | +23.0% |
| YTD | +41.6% | +26.2% | +15.4% | +36.8% |
| 1Y | +66.2% | +68.3% | -2.1% | +55.8% |
| 3Y | +398.2% | +592.1% | -193.9% | +302.0% |
| 5Y | +277.6% | +685.3% | -407.6% | +197.3% |
| All | +1,757.1% | +694.8% | +1,062.3% | +1,474.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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