+23,000.9%
TSM vs AU
+793.6%
+22,207.2%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.3% | +5.2% | +3.1% |
| 7D | +2.7% | -3.6% | +6.4% | +3.1% |
| 30D | +3.6% | +23.9% | -20.3% | +1.1% |
| 3M | -3.4% | +19.1% | -22.5% | -5.4% |
| 6M | +20.6% | -0.2% | +20.8% | +19.8% |
| YTD | +41.9% | +32.5% | +9.4% | +36.6% |
| 1Y | +84.4% | +96.9% | -12.6% | +70.2% |
| 3Y | +380.2% | +614.7% | -234.5% | +283.3% |
| 5Y | +275.3% | +647.7% | -372.4% | +193.4% |
| 10Y | +1,751.4% | +679.2% | +1,072.2% | +1,276.8% |
| All | +23,000.9% | +793.6% | +22,207.2% | +18,446.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling