+322.0%
TSM vs ALB
-16.8%
+338.8%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.9% | +5.4% | +6.2% |
| 7D | -7.6% | +9.1% | -16.6% | -9.2% |
| 30D | -20.5% | -3.4% | -17.1% | -20.1% |
| 3M | -10.0% | -20.6% | +10.6% | -6.5% |
| 6M | -10.1% | -48.2% | +38.1% | +0.6% |
| YTD | +24.5% | -29.2% | +53.8% | +29.3% |
| 1Y | +31.2% | +10.0% | +21.2% | +24.4% |
| 3Y | +322.0% | -12.9% | +334.9% | +275.4% |
| All | +322.0% | -16.8% | +338.8% | +275.4% |
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 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