-45.1%
ALB vs TD
+123.1%
-168.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -21.5% |
| 6M | -25.4% | +26.8% | -52.2% | -41.4% |
| YTD | -10.5% | +28.3% | -38.9% | -30.7% |
| 1Y | +75.8% | +60.4% | +15.4% | +9.4% |
| 3Y | -28.5% | +125.7% | -154.2% | -68.0% |
| 5Y | -45.1% | +122.4% | -167.5% | -72.5% |
| All | -45.1% | +123.1% | -168.2% | -72.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling