+984.8%
TSM vs ALC
+32.2%
+952.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.3% | +3.2% | +3.4% |
| 7D | -2.5% | +2.1% | -4.6% | -3.4% |
| 30D | -14.3% | +17.2% | -31.5% | -19.7% |
| 3M | -7.2% | +4.6% | -11.9% | -9.5% |
| 6M | -5.1% | +20.1% | -25.2% | -13.3% |
| YTD | +28.9% | -4.2% | +33.1% | +28.4% |
| 1Y | +37.1% | +2.1% | +35.0% | +32.4% |
| 3Y | +341.5% | +4.5% | +337.0% | +311.1% |
| 5Y | +245.7% | -12.3% | +258.0% | +242.9% |
| All | +984.8% | +32.2% | +952.7% | +785.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling