+1,410.4%
TSM vs ALB
+33.3%
+1,377.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +6.1% |
| 7D | -7.6% | +9.1% | -16.6% | -9.7% |
| 30D | -20.5% | -3.4% | -17.1% | -19.9% |
| 3M | -10.0% | -20.6% | +10.6% | -5.3% |
| 6M | -10.1% | -48.2% | +38.1% | +4.9% |
| YTD | +24.5% | -29.2% | +53.8% | +31.4% |
| 1Y | +31.2% | +10.0% | +21.2% | +22.5% |
| 3Y | +322.0% | -12.9% | +334.9% | +281.9% |
| 5Y | +245.3% | -61.3% | +306.5% | +276.3% |
| All | +1,410.4% | +33.3% | +1,377.0% | +910.6% |
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