+1,641.8%
TSM vs ALM
+2,084.7%
-442.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.2% | +4.0% | +4.2% |
| 7D | +4.4% | -7.2% | +11.6% | +4.8% |
| 30D | -7.0% | -26.4% | +19.4% | -5.6% |
| 3M | -1.8% | -38.6% | +36.8% | +0.3% |
| 6M | +2.7% | -61.0% | +63.7% | +6.5% |
| YTD | +37.1% | -7.4% | +44.5% | +37.7% |
| 1Y | +43.5% | +14.0% | +29.5% | +42.9% |
| 3Y | +341.5% | +844.4% | -502.9% | +308.7% |
| 5Y | +278.9% | +410.8% | -131.9% | +253.1% |
| 10Y | +1,641.8% | +2,084.7% | -442.9% | +1,442.5% |
| All | +1,641.8% | +2,084.7% | -442.9% | +1,442.5% |
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