+200.8%
TSM vs ALAB
+322.1%
-121.2%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.1% |
| 7D | +6.2% | +16.3% | -10.1% | +2.5% |
| 30D | -7.3% | -26.1% | +18.9% | -1.4% |
| 3M | -7.1% | -31.3% | +24.1% | -0.6% |
| 6M | +0.2% | -1.0% | +1.2% | -1.8% |
| YTD | +32.2% | +33.3% | -1.1% | +18.1% |
| 1Y | +42.8% | +53.5% | -10.8% | +22.6% |
| All | +200.8% | +322.1% | -121.2% | +96.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling