-14.1%
ALB vs TRI
-10.1%
-4.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -5.8% | -2.9% | -2.9% | -5.6% |
| 30D | -4.5% | +3.7% | -8.2% | -5.1% |
| 3M | -28.1% | +3.7% | -31.8% | -28.5% |
| 6M | -53.2% | +35.1% | -88.3% | -55.3% |
| YTD | -33.3% | -14.0% | -19.3% | -30.2% |
| 1Y | -17.4% | -19.0% | +1.5% | -12.1% |
| 3Y | -14.1% | -12.0% | -2.2% | +3.0% |
| All | -14.1% | -10.1% | -4.0% | +3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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