-14.9%
ALB vs TMF
-30.8%
+15.8%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.9% | -0.4% | -3.8% |
| 7D | +5.3% | -1.1% | +6.3% | +5.4% |
| 30D | -6.3% | +11.8% | -18.1% | -7.4% |
| 3M | -27.4% | -4.0% | -23.4% | -27.2% |
| 6M | -53.1% | -16.5% | -36.5% | -52.3% |
| YTD | -32.3% | -19.9% | -12.4% | -31.0% |
| 1Y | -7.3% | -25.6% | +18.3% | -4.8% |
| 3Y | -14.9% | -29.9% | +14.9% | -13.1% |
| All | -14.9% | -30.8% | +15.8% | -13.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling