-20.5%
TSEM vs ALB
+2,043.5%
-2,063.9%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.6% | +1.1% | +6.5% | +7.3% |
| 7D | +6.8% | +1.1% | +5.7% | +6.3% |
| 30D | -26.6% | -2.6% | -24.0% | -26.2% |
| 3M | -36.3% | -25.6% | -10.8% | -31.0% |
| 6M | -30.6% | -54.0% | +23.4% | -13.6% |
| YTD | +35.3% | -31.6% | +66.9% | +47.9% |
| 1Y | +59.2% | -6.6% | +65.8% | +59.0% |
| 3Y | +547.7% | -14.0% | +561.7% | +508.4% |
| 5Y | +337.5% | -62.5% | +400.1% | +387.9% |
| 10Y | +887.4% | +36.3% | +851.1% | +595.7% |
| All | -20.5% | +2,043.5% | -2,063.9% | -68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling