+407.0%
TSM vs AU
+604.2%
-197.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.5% | -0.9% |
| 7D | +4.8% | +0.6% | +4.1% | +4.6% |
| 30D | +4.0% | +12.3% | -8.3% | +1.7% |
| 3M | +2.0% | +29.4% | -27.4% | -3.2% |
| 6M | +25.5% | +3.2% | +22.3% | +22.8% |
| YTD | +44.0% | +31.8% | +12.2% | +35.9% |
| 1Y | +75.4% | +83.4% | -8.0% | +58.1% |
| All | +407.0% | +604.2% | -197.2% | +280.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling