-31.4%
ALB vs TDY
+45.1%
-76.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.2% |
| 7D | -7.6% | -1.9% | -5.7% | -6.4% |
| 30D | -5.6% | -12.5% | +6.9% | +3.1% |
| 3M | -16.8% | -0.8% | -16.0% | -16.9% |
| 6M | -26.3% | -9.0% | -17.3% | -21.9% |
| YTD | -13.2% | +16.8% | -30.0% | -23.1% |
| 1Y | +68.8% | +9.5% | +59.3% | +55.6% |
| All | -31.4% | +45.1% | -76.5% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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