+1,860.5%
ALB vs TD
+8,077.8%
-6,217.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -0.9% |
| 7D | -3.6% | +0.6% | -4.2% | -3.9% |
| 30D | -2.9% | +5.0% | -7.8% | -5.9% |
| 3M | -25.8% | +1.1% | -26.9% | -26.6% |
| 6M | -53.6% | +16.5% | -70.0% | -58.0% |
| YTD | -32.4% | +34.3% | -66.6% | -43.9% |
| 1Y | -13.0% | +52.9% | -65.9% | -33.4% |
| 3Y | -15.0% | +132.2% | -147.2% | -48.9% |
| 5Y | -63.5% | +101.9% | -165.4% | -75.9% |
| 10Y | +34.7% | +302.0% | -267.3% | -38.8% |
| All | +1,860.5% | +8,077.8% | -6,217.3% | +297.1% |
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 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