+2,091.2%
ALB vs TDY
+7,071.3%
-4,980.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.9% | +3.5% | +2.9% |
| 7D | -4.4% | -0.9% | -3.5% | -4.1% |
| 30D | -1.2% | -12.5% | +11.3% | +3.4% |
| 3M | -13.3% | -1.2% | -12.1% | -13.0% |
| 6M | -19.8% | -6.6% | -13.2% | -18.0% |
| YTD | -7.9% | +18.5% | -26.4% | -13.3% |
| 1Y | +60.2% | +10.8% | +49.4% | +54.1% |
| 3Y | -26.4% | +47.5% | -73.9% | -35.5% |
| 5Y | -42.5% | +35.8% | -78.3% | -48.1% |
| 10Y | +83.0% | +459.0% | -376.0% | +6.7% |
| All | +2,091.2% | +7,071.3% | -4,980.1% | +716.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling