+58.8%
T vs ALB
+34.3%
+24.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.2% | +4.9% | +1.0% |
| 7D | +2.6% | +5.3% | -2.7% | +2.1% |
| 30D | -1.1% | -6.3% | +5.2% | -0.6% |
| 3M | -7.7% | -27.4% | +19.7% | -5.4% |
| 6M | -10.6% | -53.1% | +42.4% | -4.9% |
| YTD | -7.5% | -32.3% | +24.9% | -5.8% |
| 1Y | -7.4% | -7.3% | -0.1% | -9.0% |
| 3Y | +63.1% | -14.9% | +78.0% | +55.3% |
| 5Y | +55.2% | -62.0% | +117.2% | +62.1% |
| 10Y | +58.8% | +33.0% | +25.8% | +11.1% |
| All | +58.8% | +34.3% | +24.5% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling