+330.4%
TSM vs ALC
+4.4%
+326.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.2% | -4.9% | -2.2% |
| 7D | +6.2% | -1.1% | +7.3% | +6.4% |
| 30D | -7.3% | +16.0% | -23.3% | -10.2% |
| 3M | -7.1% | +0.8% | -7.9% | -7.3% |
| 6M | +0.2% | +16.8% | -16.6% | -4.3% |
| YTD | +32.2% | -5.5% | +37.7% | +34.0% |
| 1Y | +42.8% | -5.3% | +48.0% | +44.5% |
| 3Y | +330.4% | +4.1% | +326.3% | +324.1% |
| All | +330.4% | +4.4% | +326.0% | +324.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling