+236.4%
TSM vs ALM
+396.4%
-160.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.1% | +4.2% | +6.1% |
| 7D | -7.6% | -6.7% | -0.9% | -7.0% |
| 30D | -20.5% | -32.9% | +12.4% | -18.0% |
| 3M | -10.0% | -39.5% | +29.5% | -6.6% |
| 6M | -10.1% | -62.0% | +51.9% | -4.4% |
| YTD | +24.5% | -7.8% | +32.3% | +25.7% |
| 1Y | +31.2% | +26.7% | +4.5% | +30.0% |
| 3Y | +322.0% | +825.4% | -503.4% | +270.8% |
| All | +236.4% | +396.4% | -160.0% | +210.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling