+36.0%
TSM vs ALAB
+23.1%
+12.9%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.4% | +2.2% | -1.2% |
| 7D | -10.0% | -24.9% | +14.9% | -4.0% |
| 30D | -18.5% | -38.4% | +19.8% | -9.5% |
| 3M | -4.9% | -38.3% | +33.4% | +4.6% |
| 6M | -1.0% | +10.9% | -11.9% | -1.8% |
| YTD | +31.3% | +34.2% | -3.0% | +20.7% |
| 1Y | +36.0% | +24.5% | +11.5% | +25.3% |
| All | +36.0% | +23.1% | +12.9% | +25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 1y: compounded portfolio wealth divided by compounded ALAB 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…
1y analysis · Full analysis span regression · 6 months rolling