+373.1%
TSM vs ALB
-34.0%
+407.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.4% | +7.3% | +3.7% |
| 7D | +2.7% | -8.1% | +10.8% | +4.3% |
| 30D | +3.6% | +6.3% | -2.7% | +2.1% |
| 3M | -3.4% | -23.6% | +20.2% | +1.1% |
| 6M | +20.6% | -24.6% | +45.2% | +25.1% |
| YTD | +41.9% | -10.3% | +52.1% | +41.4% |
| 1Y | +84.4% | +61.5% | +22.9% | +61.7% |
| All | +373.1% | -34.0% | +407.0% | +358.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling