+1,779.8%
TSM vs ALNY
+260.0%
+1,519.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.2% |
| 7D | +1.0% | -6.5% | +7.6% | +1.6% |
| 30D | +1.0% | +11.0% | -10.1% | -0.1% |
| 3M | +2.9% | -14.1% | +17.0% | +3.4% |
| 6M | +22.8% | -22.4% | +45.2% | +24.6% |
| YTD | +43.3% | -37.5% | +80.8% | +48.3% |
| 1Y | +69.2% | -46.9% | +116.1% | +77.8% |
| 3Y | +404.5% | +22.1% | +382.4% | +378.3% |
| 5Y | +282.2% | +31.2% | +251.0% | +251.5% |
| All | +1,779.8% | +260.0% | +1,519.8% | +1,531.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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