+667.3%
TSEM vs ALB
-43.6%
+710.8%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.6% | -3.7% | -1.8% |
| 7D | +10.4% | -4.4% | +14.8% | +11.5% |
| 30D | -12.9% | -1.2% | -11.8% | -12.9% |
| 3M | -9.2% | -13.3% | +4.1% | -6.1% |
| 6M | +98.8% | -19.8% | +118.5% | +108.0% |
| YTD | +87.2% | -7.9% | +95.1% | +87.8% |
| 1Y | +239.0% | +60.2% | +178.8% | +196.5% |
| 3Y | +679.5% | -26.4% | +705.9% | +646.8% |
| 5Y | +667.3% | -42.5% | +709.8% | +625.0% |
| All | +667.3% | -43.6% | +710.8% | +625.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling