+1,643.1%
TSM vs ALK
-45.9%
+1,689.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.5% | -0.2% | -1.3% |
| 7D | +6.2% | -1.2% | +7.4% | +6.5% |
| 30D | -7.3% | +7.7% | -15.0% | -9.4% |
| 3M | -7.1% | -19.0% | +11.9% | -2.7% |
| 6M | +0.2% | -0.2% | +0.4% | -1.1% |
| YTD | +32.2% | -23.5% | +55.7% | +38.2% |
| 1Y | +42.8% | -9.1% | +51.9% | +42.7% |
| 3Y | +330.4% | +12.0% | +318.4% | +290.9% |
| 5Y | +263.9% | -30.9% | +294.8% | +265.6% |
| All | +1,643.1% | -45.9% | +1,689.0% | +1,605.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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