+79.6%
TSM vs ALB
+59.9%
+19.7%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.3% | +2.0% |
| 7D | +6.0% | -4.4% | +10.4% | +6.7% |
| 30D | +4.5% | -1.2% | +5.7% | +4.5% |
| 3M | +3.1% | -13.3% | +16.4% | +4.7% |
| 6M | +30.2% | -19.8% | +50.0% | +31.5% |
| YTD | +45.2% | -7.9% | +53.1% | +43.2% |
| 1Y | +79.6% | +60.2% | +19.4% | +67.4% |
| All | +79.6% | +59.9% | +19.7% | +67.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling