+11,237.1%
TSM vs ALK
+445.4%
+10,791.7%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.8% | -3.2% | -7.5% | -9.8% |
| 7D | -18.2% | +7.1% | -25.3% | -20.1% |
| 30D | -26.8% | -3.0% | -23.8% | -26.5% |
| 3M | -14.5% | -25.6% | +11.2% | -7.5% |
| 6M | -10.0% | +0.5% | -10.5% | -11.7% |
| YTD | +17.1% | -23.1% | +40.2% | +23.1% |
| 1Y | +21.5% | -7.5% | +29.1% | +20.6% |
| 3Y | +300.4% | +15.3% | +285.1% | +253.5% |
| 5Y | +224.7% | -34.8% | +259.5% | +233.2% |
| 10Y | +1,372.7% | -41.2% | +1,413.8% | +1,265.0% |
| All | +11,237.1% | +445.4% | +10,791.7% | +2,052.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling