+1,641.8%
TSM vs ALB
+35.3%
+1,606.5%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +1.1% | +3.2% | +4.0% |
| 7D | +4.4% | +1.1% | +3.4% | +4.0% |
| 30D | -7.0% | -2.6% | -4.4% | -6.6% |
| 3M | -1.8% | -25.6% | +23.8% | +5.1% |
| 6M | +2.7% | -54.0% | +56.7% | +23.5% |
| YTD | +37.1% | -31.6% | +68.7% | +45.8% |
| 1Y | +43.5% | -6.6% | +50.0% | +39.9% |
| 3Y | +341.5% | -14.0% | +355.5% | +300.2% |
| 5Y | +278.9% | -62.5% | +341.4% | +316.3% |
| 10Y | +1,641.8% | +36.3% | +1,605.5% | +1,019.6% |
| All | +1,641.8% | +35.3% | +1,606.5% | +1,019.6% |
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