+407.0%
TSM vs AUR
+86.2%
+320.7%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +4.8% | +11.1% | -6.3% | +3.3% |
| 30D | +4.0% | -6.9% | +10.9% | +4.8% |
| 3M | +2.0% | +5.5% | -3.5% | +1.0% |
| 6M | +25.5% | +41.0% | -15.5% | +19.2% |
| YTD | +44.0% | +69.3% | -25.3% | +33.4% |
| 1Y | +75.4% | +14.0% | +61.4% | +69.4% |
| All | +407.0% | +86.2% | +320.7% | +306.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling