+31.4%
ALB vs TMF
-84.4%
+115.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | +9.1% | +1.2% | +7.9% | +9.2% |
| 30D | -3.4% | +19.7% | -23.1% | -0.9% |
| 3M | -20.6% | -2.1% | -18.5% | -20.8% |
| 6M | -48.2% | -13.4% | -34.7% | -49.2% |
| YTD | -29.2% | -16.7% | -12.5% | -30.9% |
| 1Y | +10.0% | -23.3% | +33.3% | +6.2% |
| 3Y | -12.9% | -24.8% | +11.9% | -14.2% |
| 5Y | -61.3% | -88.0% | +26.8% | -75.9% |
| All | +31.4% | -84.4% | +115.8% | +4.3% |
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