+41.0%
TSM vs ALM
+7.9%
+33.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -6.5% | +4.6% | -0.8% |
| 7D | +14.8% | -4.0% | +18.9% | +15.5% |
| 30D | -8.9% | -30.5% | +21.6% | -3.4% |
| 3M | -5.3% | -46.9% | +41.6% | +4.1% |
| 6M | +2.6% | -65.5% | +68.1% | +17.6% |
| YTD | +34.5% | -13.4% | +47.9% | +43.4% |
| 1Y | +41.0% | +9.8% | +31.2% | +46.0% |
| All | +41.0% | +7.9% | +33.1% | +46.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling