+1,502.2%
TSM vs ALB
+38.2%
+1,464.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.6% | +3.5% |
| 7D | -2.5% | +9.5% | -12.0% | -4.9% |
| 30D | -14.3% | -2.1% | -12.1% | -14.0% |
| 3M | -7.2% | -24.1% | +16.9% | -1.2% |
| 6M | -5.1% | -51.0% | +45.9% | +12.3% |
| YTD | +28.9% | -29.3% | +58.2% | +36.0% |
| 1Y | +37.1% | +3.2% | +33.9% | +30.3% |
| 3Y | +341.5% | -9.3% | +350.8% | +294.9% |
| 5Y | +245.7% | -61.6% | +307.3% | +277.8% |
| 10Y | +1,502.2% | +40.8% | +1,461.5% | +939.9% |
| All | +1,502.2% | +38.2% | +1,464.0% | +939.9% |
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