+42.8%
TSM vs ALK
-10.2%
+53.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -1.4% |
| 6M | +0.2% | -0.2% | +0.4% | -1.5% |
| YTD | +32.2% | -23.5% | +55.7% | +36.1% |
| 1Y | +42.8% | -9.1% | +51.9% | +41.8% |
| All | +42.8% | -10.2% | +53.0% | +41.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling