+43.5%
TSM vs ALAB
+35.8%
+7.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.8% | -2.6% | +2.6% |
| 7D | +4.4% | +3.4% | +1.0% | +3.3% |
| 30D | -7.0% | -28.8% | +21.8% | -0.2% |
| 3M | -1.8% | -26.0% | +24.2% | +3.5% |
| 6M | +2.7% | +11.4% | -8.7% | +1.6% |
| YTD | +37.1% | +38.8% | -1.7% | +24.8% |
| 1Y | +43.5% | +37.8% | +5.6% | +30.0% |
| All | +43.5% | +35.8% | +7.7% | +30.0% |
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