+1,502.2%
TSM vs ALK
-37.5%
+1,539.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +7.1% | -3.6% | +1.8% |
| 7D | -2.5% | +8.9% | -11.4% | -4.7% |
| 30D | -14.3% | +5.9% | -20.2% | -15.8% |
| 3M | -7.2% | -16.5% | +9.3% | -3.5% |
| 6M | -5.1% | +2.1% | -7.2% | -6.9% |
| YTD | +28.9% | -17.1% | +46.0% | +32.0% |
| 1Y | +37.1% | -2.9% | +39.9% | +34.8% |
| 3Y | +341.5% | +24.5% | +317.0% | +291.3% |
| 5Y | +245.7% | -29.1% | +274.8% | +244.3% |
| 10Y | +1,502.2% | -39.1% | +1,541.4% | +1,550.1% |
| All | +1,502.2% | -37.5% | +1,539.7% | +1,550.1% |
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