+359.1%
ALB vs TMF
-71.6%
+430.8%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.4% | +3.3% | -2.0% |
| 7D | -3.6% | -8.2% | +4.6% | -5.2% |
| 30D | -2.9% | +5.3% | -8.2% | -1.8% |
| 3M | -25.8% | -8.5% | -17.4% | -27.1% |
| 6M | -53.6% | -17.2% | -36.4% | -55.2% |
| YTD | -32.4% | -23.4% | -9.0% | -35.6% |
| 1Y | -13.0% | -30.2% | +17.2% | -18.7% |
| 3Y | -15.0% | -32.9% | +17.9% | -19.4% |
| 5Y | -63.5% | -88.5% | +25.0% | -77.1% |
| 10Y | +34.7% | -82.2% | +116.9% | +10.0% |
| All | +359.1% | -71.6% | +430.8% | +464.8% |
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