+2,501.3%
ALB vs TD
+7,879.0%
-5,377.7%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.4% | -3.1% | -3.6% |
| 7D | -8.1% | +0.3% | -8.4% | -8.3% |
| 30D | +6.3% | +0.4% | +5.9% | +5.8% |
| 3M | -23.6% | +7.6% | -31.2% | -27.2% |
| 6M | -24.6% | +25.0% | -49.6% | -34.5% |
| YTD | -10.3% | +31.0% | -41.3% | -24.3% |
| 1Y | +61.5% | +65.2% | -3.7% | +18.4% |
| 3Y | -34.0% | +122.5% | -156.5% | -59.1% |
| 5Y | -44.6% | +124.8% | -169.4% | -65.6% |
| 10Y | +76.1% | +298.2% | -222.1% | -19.2% |
| All | +2,501.3% | +7,879.0% | -5,377.7% | +436.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling