+35.7%
TSM vs ALAB
+25.0%
+10.7%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.3% | +2.3% | +2.1% |
| 7D | -2.1% | -7.5% | +5.4% | -0.5% |
| 30D | -12.5% | -36.8% | +24.3% | -3.4% |
| 3M | -5.0% | -31.9% | +26.9% | +2.2% |
| 6M | -3.2% | +8.2% | -11.4% | -3.3% |
| YTD | +31.5% | +29.9% | +1.5% | +21.6% |
| 1Y | +35.7% | +24.4% | +11.3% | +25.4% |
| All | +35.7% | +25.0% | +10.7% | +25.4% |
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