-45.1%
ALB vs TRI
-10.1%
-35.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -1.0% | -2.4% |
| 7D | -8.6% | -8.4% | -0.2% | -6.8% |
| 30D | -4.0% | -6.5% | +2.4% | -2.8% |
| 3M | -17.4% | +18.6% | -36.0% | -22.5% |
| 6M | -25.4% | -10.4% | -14.9% | -23.3% |
| YTD | -10.5% | -23.7% | +13.2% | -1.9% |
| 1Y | +75.8% | -42.5% | +118.3% | +122.7% |
| 3Y | -28.5% | -19.3% | -9.2% | -31.6% |
| 5Y | -45.1% | -9.7% | -35.4% | -55.2% |
| All | -45.1% | -10.1% | -35.0% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling