+1,122.2%
TSM vs ALC
+21.6%
+1,100.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.0% | +4.3% | +3.1% |
| 7D | +6.0% | -3.7% | +9.7% | +7.5% |
| 30D | +4.5% | -3.7% | +8.3% | +5.9% |
| 3M | +3.1% | +4.6% | -1.5% | +0.4% |
| 6M | +30.2% | -14.6% | +44.8% | +37.1% |
| YTD | +45.2% | -11.9% | +57.1% | +50.3% |
| 1Y | +79.6% | -13.1% | +92.7% | +86.3% |
| 3Y | +411.0% | -15.0% | +426.0% | +423.9% |
| 5Y | +290.7% | -16.2% | +306.9% | +295.2% |
| All | +1,122.2% | +21.6% | +1,100.6% | +935.9% |
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