+865.7%
TSEM vs ALB
+38.2%
+827.5%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.9% | -0.1% | +11.0% | +10.9% |
| 7D | -2.0% | +9.5% | -11.4% | -4.9% |
| 30D | -33.4% | -2.1% | -31.3% | -33.1% |
| 3M | -39.7% | -24.1% | -15.5% | -34.9% |
| 6M | -27.8% | -51.0% | +23.2% | -11.6% |
| YTD | +29.7% | -29.3% | +59.0% | +40.4% |
| 1Y | +81.1% | +3.2% | +78.0% | +76.0% |
| 3Y | +529.3% | -9.3% | +538.6% | +478.2% |
| 5Y | +315.0% | -61.6% | +376.6% | +359.7% |
| 10Y | +865.7% | +40.8% | +824.9% | +519.1% |
| All | +865.7% | +38.2% | +827.5% | +519.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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