+509.2%
ALB vs TMF
-68.9%
+578.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.4% | -4.8% | -4.4% |
| 7D | -8.1% | -1.4% | -6.6% | -8.3% |
| 30D | +6.3% | -2.8% | +9.1% | +5.8% |
| 3M | -23.6% | -10.9% | -12.7% | -25.2% |
| 6M | -24.6% | -21.3% | -3.3% | -28.0% |
| YTD | -10.3% | -15.9% | +5.6% | -13.0% |
| 1Y | +61.5% | -15.7% | +77.2% | +57.1% |
| 3Y | -34.0% | -43.4% | +9.4% | -39.9% |
| 5Y | -44.6% | -87.8% | +43.2% | -64.7% |
| 10Y | +76.1% | -86.7% | +162.8% | +32.6% |
| All | +509.2% | -68.9% | +578.1% | +663.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling