+948.1%
TSM vs ALC
+31.8%
+916.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.1% | +8.4% | +7.1% |
| 7D | -7.6% | +4.9% | -12.4% | -9.4% |
| 30D | -20.5% | +19.0% | -39.4% | -26.0% |
| 3M | -10.0% | +7.8% | -17.7% | -13.3% |
| 6M | -10.1% | +14.6% | -24.6% | -16.1% |
| YTD | +24.5% | -4.4% | +29.0% | +24.2% |
| 1Y | +31.2% | +1.4% | +29.8% | +27.0% |
| 3Y | +322.0% | +2.5% | +319.5% | +296.4% |
| 5Y | +245.3% | -10.9% | +256.2% | +239.9% |
| All | +948.1% | +31.8% | +916.2% | +756.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling