+1,709.2%
TSM vs ALK
-35.2%
+1,744.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.5% | +1.3% | +2.5% |
| 7D | +2.7% | -0.7% | +3.4% | +2.9% |
| 30D | +3.6% | -19.2% | +22.8% | +9.1% |
| 3M | -3.4% | -1.5% | -1.9% | -3.6% |
| 6M | +20.6% | -13.1% | +33.7% | +23.1% |
| YTD | +41.9% | -16.4% | +58.3% | +45.7% |
| 1Y | +84.4% | -33.1% | +117.4% | +98.6% |
| 3Y | +380.2% | +0.6% | +379.6% | +349.7% |
| 5Y | +275.3% | -26.4% | +301.7% | +271.7% |
| All | +1,709.2% | -35.2% | +1,744.3% | +1,598.4% |
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