+273.0%
TSEM vs ALB
-61.7%
+334.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +0.9% | +4.0% | +4.6% |
| 7D | -17.5% | +9.1% | -26.6% | -19.5% |
| 30D | -44.7% | -3.4% | -41.3% | -44.3% |
| 3M | -38.9% | -20.6% | -18.3% | -35.4% |
| 6M | -36.7% | -48.2% | +11.5% | -26.1% |
| YTD | +17.0% | -29.2% | +46.2% | +25.3% |
| 1Y | +62.8% | +10.0% | +52.8% | +57.8% |
| 3Y | +471.3% | -12.9% | +484.2% | +437.6% |
| All | +273.0% | -61.7% | +334.7% | +287.1% |
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 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