+284.1%
TSM vs AU
+707.7%
-423.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.9% |
| 3M | +2.0% | +29.4% | -27.4% | -2.8% |
| 6M | +25.5% | +3.2% | +22.3% | +23.2% |
| YTD | +44.0% | +31.8% | +12.2% | +36.2% |
| 1Y | +75.4% | +83.4% | -8.0% | +58.2% |
| 3Y | +406.7% | +623.1% | -216.3% | +268.9% |
| All | +284.1% | +707.7% | -423.7% | +161.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling