+73.8%
ALB vs TMF
-86.8%
+160.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.4% |
| 7D | -8.1% | -1.4% | -6.6% | -8.2% |
| 30D | +6.3% | -2.8% | +9.1% | +5.9% |
| 3M | -23.6% | -10.9% | -12.7% | -24.7% |
| 6M | -24.6% | -21.3% | -3.3% | -27.0% |
| YTD | -10.3% | -15.9% | +5.6% | -12.2% |
| 1Y | +61.5% | -15.7% | +77.2% | +58.4% |
| 3Y | -34.0% | -43.4% | +9.4% | -38.6% |
| 5Y | -44.6% | -87.8% | +43.2% | -64.7% |
| All | +73.8% | -86.8% | +160.6% | +49.2% |
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