+265.7%
TSM vs ALB
-64.0%
+329.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.4% |
| 7D | +6.2% | -5.8% | +12.0% | +7.6% |
| 30D | -7.3% | -4.5% | -2.7% | -6.5% |
| 3M | -7.1% | -28.1% | +20.9% | -0.7% |
| 6M | +0.2% | -53.2% | +53.4% | +17.3% |
| YTD | +32.2% | -33.3% | +65.6% | +40.2% |
| 1Y | +42.8% | -17.4% | +60.2% | +43.6% |
| 3Y | +330.4% | -14.1% | +344.5% | +288.6% |
| All | +265.7% | -64.0% | +329.6% | +298.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling