-11.8%
TDG vs ALB
+65.8%
-77.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -3.8% | +5.0% | +1.2% |
| 7D | -1.9% | -6.9% | +5.1% | -1.8% |
| 30D | -7.7% | -8.4% | +0.7% | -7.6% |
| 3M | -9.3% | -25.9% | +16.6% | -9.1% |
| 6M | -9.4% | -29.7% | +20.3% | -9.5% |
| YTD | -14.3% | -16.5% | +2.2% | -14.7% |
| 1Y | -11.8% | +58.7% | -70.5% | -10.1% |
| All | -11.8% | +65.8% | -77.6% | -10.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling