+10,889.1%
TSM vs ALNY
+4,129.5%
+6,759.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | +4.8% | -3.5% | +8.3% | +5.2% |
| 30D | +4.0% | +18.9% | -14.9% | +1.7% |
| 3M | +2.0% | -13.3% | +15.3% | +2.6% |
| 6M | +25.5% | -20.3% | +45.8% | +27.4% |
| YTD | +44.0% | -35.1% | +79.1% | +49.7% |
| 1Y | +75.4% | -46.5% | +121.9% | +86.6% |
| 3Y | +406.7% | +28.1% | +378.7% | +369.3% |
| 5Y | +285.0% | +36.1% | +248.9% | +242.8% |
| 10Y | +1,815.4% | +269.7% | +1,545.7% | +1,255.7% |
| All | +10,889.1% | +4,129.5% | +6,759.6% | +5,084.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling