+80.2%
ALB vs TD
+303.5%
-223.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -3.7% |
| 7D | -7.6% | -2.6% | -5.0% | -5.5% |
| 30D | -5.6% | -1.0% | -4.6% | -5.1% |
| 3M | -16.8% | +5.6% | -22.5% | -21.4% |
| 6M | -26.3% | +27.1% | -53.4% | -41.1% |
| YTD | -13.2% | +29.4% | -42.6% | -31.8% |
| 1Y | +68.8% | +60.7% | +8.1% | +9.3% |
| 3Y | -30.7% | +127.6% | -158.3% | -66.9% |
| 5Y | -46.3% | +125.4% | -171.7% | -74.0% |
| All | +80.2% | +303.5% | -223.3% | -41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 10y: compounded portfolio wealth divided by compounded TD 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…
10y analysis · Full analysis span regression · 6 months rolling