+277.6%
TSM vs AUR
-36.2%
+313.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.4% |
| 7D | +2.6% | +0.2% | +2.5% | +2.6% |
| 30D | +1.4% | -8.9% | +10.3% | +2.4% |
| 3M | +5.0% | +4.6% | +0.3% | +4.1% |
| 6M | +24.0% | +44.9% | -20.9% | +17.5% |
| YTD | +41.6% | +64.8% | -23.3% | +31.7% |
| 1Y | +66.2% | +16.4% | +49.8% | +60.5% |
| 3Y | +398.2% | +85.1% | +313.1% | +318.3% |
| 5Y | +277.6% | -36.1% | +313.7% | +201.4% |
| All | +277.6% | -36.2% | +313.8% | +201.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling