-3.2%
ALB vs TMF
-22.6%
+19.4%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | +9.5% | +0.6% | +8.9% | +9.3% |
| 30D | -2.1% | +16.3% | -18.4% | -4.0% |
| 3M | -24.1% | -2.7% | -21.5% | -24.2% |
| 6M | -51.0% | -13.2% | -37.8% | -51.1% |
| YTD | -29.3% | -16.7% | -12.6% | -28.7% |
| All | -3.2% | -22.6% | +19.4% | -2.4% |
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