+1,502.2%
TSM vs ALM
+2,221.4%
-719.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +8.1% | -4.6% | +3.1% |
| 7D | -2.5% | +0.7% | -3.3% | -2.5% |
| 30D | -14.3% | -26.1% | +11.8% | -13.0% |
| 3M | -7.2% | -38.1% | +30.9% | -5.2% |
| 6M | -5.1% | -55.4% | +50.3% | -2.1% |
| YTD | +28.9% | -0.4% | +29.3% | +29.0% |
| 1Y | +37.1% | +25.4% | +11.7% | +36.0% |
| 3Y | +341.5% | +907.8% | -566.3% | +306.4% |
| 5Y | +245.7% | +440.2% | -194.5% | +220.5% |
| 10Y | +1,502.2% | +2,031.1% | -528.9% | +1,293.5% |
| All | +1,502.2% | +2,221.4% | -719.2% | +1,293.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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