+8.6%
ALB vs TMF
-23.9%
+32.5%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +2.5% | +2.8% | +5.1% |
| 7D | -2.1% | +4.0% | -6.0% | -2.4% |
| 30D | -9.0% | +19.5% | -28.5% | -10.6% |
| 3M | -21.1% | -3.5% | -17.6% | -21.2% |
| 6M | -49.9% | -10.6% | -39.3% | -50.0% |
| YTD | -32.3% | -17.1% | -15.2% | -32.0% |
| 1Y | +8.6% | -24.3% | +32.9% | +6.4% |
| All | +8.6% | -23.9% | +32.5% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 1y: compounded portfolio wealth divided by compounded TMF 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…
1y analysis · Full analysis span regression · 6 months rolling