+1,031.9%
TSM vs ALC
+26.4%
+1,005.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.9% | -1.0% | -1.6% |
| 7D | +14.8% | -6.2% | +21.0% | +17.4% |
| 30D | -8.9% | +14.0% | -22.9% | -13.9% |
| 3M | -5.3% | -2.4% | -2.9% | -5.1% |
| 6M | +2.6% | +12.6% | -10.0% | -3.9% |
| YTD | +34.5% | -8.4% | +42.9% | +36.2% |
| 1Y | +41.0% | -9.1% | +50.1% | +43.1% |
| 3Y | +333.1% | -0.3% | +333.4% | +310.1% |
| 5Y | +270.1% | -9.9% | +280.0% | +261.2% |
| All | +1,031.9% | +26.4% | +1,005.6% | +838.7% |
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