+1,598.5%
TSM vs ALK
-39.7%
+1,638.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.4% | +2.4% | +2.1% |
| 7D | -2.1% | +12.9% | -15.0% | -5.0% |
| 30D | -12.5% | +5.5% | -18.1% | -14.0% |
| 3M | -5.0% | -12.1% | +7.1% | -2.5% |
| 6M | -3.2% | +1.7% | -4.9% | -4.9% |
| YTD | +31.5% | -17.4% | +48.9% | +34.8% |
| 1Y | +35.7% | -1.9% | +37.6% | +33.1% |
| 3Y | +323.5% | +21.2% | +302.2% | +277.5% |
| 5Y | +263.4% | -27.8% | +291.2% | +260.6% |
| 10Y | +1,598.5% | -41.0% | +1,639.5% | +1,601.0% |
| All | +1,598.5% | -39.7% | +1,638.2% | +1,601.0% |
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