+320.1%
TSM vs AUR
-35.7%
+355.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.4% | +1.0% |
| 7D | +1.0% | +1.4% | -0.4% | +0.8% |
| 30D | +1.0% | -6.4% | +7.4% | +1.6% |
| 3M | +2.9% | +7.7% | -4.8% | +1.6% |
| 6M | +22.8% | +44.5% | -21.7% | +16.4% |
| YTD | +43.3% | +67.4% | -24.1% | +33.0% |
| 1Y | +69.2% | +15.4% | +53.7% | +63.5% |
| 3Y | +404.5% | +94.8% | +309.7% | +321.2% |
| 5Y | +282.2% | -35.1% | +317.3% | +213.9% |
| All | +320.1% | -35.7% | +355.8% | +246.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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