+3,249.9%
TSM vs ALM
+7,705.7%
-4,455.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.5% | +4.4% | +2.9% |
| 7D | +2.7% | -2.6% | +5.3% | +2.7% |
| 30D | +3.6% | +32.0% | -28.4% | +3.5% |
| 3M | -3.4% | -15.0% | +11.7% | -3.4% |
| 6M | +20.6% | -10.1% | +30.7% | +20.6% |
| YTD | +41.9% | +99.4% | -57.6% | +41.6% |
| 1Y | +84.4% | +316.4% | -232.0% | +83.7% |
| 3Y | +380.2% | +2,022.0% | -1,641.8% | +376.7% |
| 5Y | +275.3% | +941.2% | -665.9% | +272.8% |
| 10Y | +1,751.4% | +2,950.3% | -1,199.0% | +1,735.8% |
| All | +3,249.9% | +7,705.7% | -4,455.8% | +3,210.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling