-17.4%
ALB vs TMF
-30.5%
+13.0%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | 0.0% | -1.2% |
| 7D | -5.8% | -9.3% | +3.5% | -4.4% |
| 30D | -4.5% | +1.9% | -6.5% | -4.7% |
| 3M | -28.1% | -11.2% | -16.8% | -27.1% |
| 6M | -53.2% | -17.7% | -35.5% | -52.4% |
| YTD | -33.3% | -24.5% | -8.9% | -31.7% |
| 1Y | -17.4% | -29.4% | +12.0% | -14.4% |
| All | -17.4% | -30.5% | +13.0% | -14.4% |
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