+222.7%
TSM vs ALAB
+490.6%
-267.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.8% | -6.9% | +0.7% |
| 7D | +2.7% | +7.2% | -4.5% | +1.1% |
| 30D | +3.6% | -2.5% | +6.1% | +3.9% |
| 3M | -3.4% | -13.3% | +9.9% | -1.7% |
| 6M | +20.6% | +172.8% | -152.2% | -4.1% |
| YTD | +41.9% | +86.6% | -44.7% | +19.2% |
| 1Y | +84.4% | +65.2% | +19.2% | +55.1% |
| All | +222.7% | +490.6% | -267.8% | +98.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling