+33.0%
ALB vs TMF
-82.2%
+115.2%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.9% | -0.4% | -4.8% |
| 7D | +5.3% | -1.1% | +6.3% | +5.1% |
| 30D | -6.3% | +11.8% | -18.1% | -4.7% |
| 3M | -27.4% | -4.0% | -23.4% | -27.8% |
| 6M | -53.1% | -16.5% | -36.5% | -54.3% |
| YTD | -32.3% | -19.9% | -12.4% | -34.3% |
| 1Y | -7.3% | -25.6% | +18.3% | -11.0% |
| 3Y | -14.9% | -29.9% | +14.9% | -17.3% |
| 5Y | -62.0% | -88.2% | +26.2% | -76.6% |
| 10Y | +33.0% | -81.7% | +114.7% | +3.3% |
| All | +33.0% | -82.2% | +115.2% | +3.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling