+1,316.2%
TSEM vs ALK
-35.2%
+1,351.3%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +1.5% | +6.3% | +7.4% |
| 7D | +6.9% | -0.7% | +7.6% | +7.2% |
| 30D | +5.3% | -19.2% | +24.5% | +11.8% |
| 3M | -14.9% | -1.5% | -13.4% | -15.4% |
| 6M | +80.0% | -13.1% | +93.1% | +84.2% |
| YTD | +89.4% | -16.4% | +105.8% | +95.0% |
| 1Y | +253.1% | -33.1% | +286.2% | +285.1% |
| 3Y | +642.1% | +0.6% | +641.5% | +600.7% |
| 5Y | +659.1% | -26.4% | +685.5% | +659.0% |
| All | +1,316.2% | -35.2% | +1,351.3% | +1,234.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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