-29.2%
ALB vs TD
+123.9%
-153.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.7% | -1.8% |
| 7D | -8.6% | -1.9% | -6.7% | -7.0% |
| 30D | -4.0% | -1.6% | -2.4% | -2.9% |
| 3M | -17.4% | +4.6% | -22.0% | -21.6% |
| 6M | -25.4% | +26.8% | -52.2% | -41.9% |
| YTD | -10.5% | +28.3% | -38.9% | -31.2% |
| 1Y | +75.8% | +60.4% | +15.4% | +7.0% |
| All | -29.2% | +123.9% | -153.1% | -68.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling