+744.4%
ALB vs TRI
+584.3%
+160.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -5.8% | -2.9% | -2.9% | -4.4% |
| 30D | -4.5% | +3.7% | -8.2% | -7.6% |
| 3M | -28.1% | +3.7% | -31.8% | -31.4% |
| 6M | -53.2% | +35.1% | -88.3% | -63.4% |
| YTD | -33.3% | -14.0% | -19.3% | -34.3% |
| 1Y | -17.4% | -19.0% | +1.5% | -15.6% |
| 3Y | -14.1% | -12.0% | -2.2% | -19.9% |
| 5Y | -64.0% | +0.6% | -64.7% | -69.5% |
| 10Y | +32.8% | +225.4% | -192.6% | -48.9% |
| All | +744.4% | +584.3% | +160.1% | +76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling