+13,634.3%
TSM vs ALB
+1,502.9%
+12,131.5%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.4% | +7.3% | +4.3% |
| 7D | +2.7% | -8.1% | +10.8% | +5.5% |
| 30D | +3.6% | +6.3% | -2.7% | +1.0% |
| 3M | -3.4% | -23.6% | +20.2% | +4.7% |
| 6M | +20.6% | -24.6% | +45.2% | +29.0% |
| YTD | +41.9% | -10.3% | +52.1% | +41.2% |
| 1Y | +84.4% | +61.5% | +22.9% | +47.0% |
| 3Y | +380.2% | -34.0% | +414.2% | +370.3% |
| 5Y | +275.3% | -44.6% | +319.9% | +265.4% |
| 10Y | +1,751.4% | +76.1% | +1,675.3% | +910.3% |
| All | +13,634.3% | +1,502.9% | +12,131.5% | +2,883.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling