-63.5%
ALB vs TD
+103.6%
-167.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.8% |
| 7D | -3.6% | +0.6% | -4.2% | -4.1% |
| 30D | -2.9% | +5.0% | -7.8% | -7.5% |
| 3M | -25.8% | +1.1% | -26.9% | -27.1% |
| 6M | -53.6% | +16.5% | -70.0% | -60.5% |
| YTD | -32.4% | +34.3% | -66.6% | -50.2% |
| 1Y | -13.0% | +52.9% | -65.9% | -43.8% |
| 3Y | -15.0% | +132.2% | -147.2% | -63.6% |
| 5Y | -63.5% | +101.9% | -165.4% | -81.2% |
| All | -63.5% | +103.6% | -167.2% | -81.2% |
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