+325.7%
TSM vs AUR
-34.9%
+360.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.7% | -0.3% | +2.0% |
| 7D | +6.0% | +19.2% | -13.2% | +3.6% |
| 30D | +4.5% | -7.8% | +12.3% | +5.4% |
| 3M | +3.1% | +4.0% | -0.9% | +2.3% |
| 6M | +30.2% | +45.0% | -14.8% | +23.4% |
| YTD | +45.2% | +69.5% | -24.3% | +34.6% |
| 1Y | +79.6% | +13.0% | +66.5% | +73.9% |
| 3Y | +411.0% | +90.4% | +320.6% | +327.7% |
| 5Y | +290.7% | -34.2% | +324.9% | +220.9% |
| All | +325.7% | -34.9% | +360.6% | +251.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling