+74.1%
ALB vs TD
+59.9%
+14.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -2.2% |
| 7D | -8.6% | -1.9% | -6.7% | -7.6% |
| 30D | -4.0% | -1.6% | -2.4% | -3.2% |
| 3M | -17.4% | +4.6% | -22.0% | -20.4% |
| 6M | -25.4% | +26.8% | -52.2% | -38.3% |
| YTD | -10.5% | +28.3% | -38.9% | -26.5% |
| All | +74.1% | +59.9% | +14.1% | +22.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling