+84.4%
TSM vs ALC
-10.2%
+94.5%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -2.2% | +5.0% | +2.7% |
| 7D | +2.7% | -2.1% | +4.8% | +2.6% |
| 30D | +3.6% | -0.1% | +3.7% | +3.5% |
| 3M | -3.4% | +5.9% | -9.3% | -3.5% |
| 6M | +20.6% | -15.9% | +36.5% | +23.8% |
| YTD | +41.9% | -10.1% | +52.0% | +45.1% |
| 1Y | +84.4% | -10.2% | +94.6% | +88.0% |
| All | +84.4% | -10.2% | +94.5% | +88.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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