+20.6%
TSM vs ALAB
+177.3%
-156.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.8% | -6.9% | +0.1% |
| 7D | +2.7% | +7.2% | -4.5% | +0.6% |
| 30D | +3.6% | -2.5% | +6.1% | +4.0% |
| 3M | -3.4% | -13.3% | +9.9% | -0.8% |
| 6M | +20.6% | +172.8% | -152.2% | -7.8% |
| All | +20.6% | +177.3% | -156.7% | -7.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling