+1,112.1%
TSM vs ALC
+20.4%
+1,091.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.4% |
| 7D | +4.8% | -5.3% | +10.1% | +7.0% |
| 30D | +4.0% | -7.1% | +11.1% | +6.9% |
| 3M | +2.0% | +0.8% | +1.2% | +0.8% |
| 6M | +25.5% | -16.0% | +41.5% | +33.0% |
| YTD | +44.0% | -12.7% | +56.7% | +49.6% |
| 1Y | +75.4% | -12.8% | +88.3% | +81.6% |
| 3Y | +406.7% | -15.8% | +422.6% | +421.7% |
| 5Y | +285.0% | -16.7% | +301.6% | +290.1% |
| All | +1,112.1% | +20.4% | +1,091.7% | +931.4% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling