+1,598.5%
TSM vs ALB
+34.3%
+1,564.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.2% | +6.2% | +3.1% |
| 7D | -2.1% | +5.3% | -7.3% | -3.5% |
| 30D | -12.5% | -6.3% | -6.3% | -11.3% |
| 3M | -5.0% | -27.4% | +22.4% | +2.3% |
| 6M | -3.2% | -53.1% | +49.9% | +15.7% |
| YTD | +31.5% | -32.3% | +63.8% | +40.2% |
| 1Y | +35.7% | -7.3% | +43.0% | +32.5% |
| 3Y | +323.5% | -14.9% | +338.4% | +284.9% |
| 5Y | +263.4% | -62.0% | +325.4% | +297.2% |
| 10Y | +1,598.5% | +33.0% | +1,565.5% | +1,013.8% |
| All | +1,598.5% | +34.3% | +1,564.2% | +1,013.8% |
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