+50.0%
TDG vs ALB
-29.2%
+79.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.1% | -1.5% |
| 7D | -2.4% | -8.6% | +6.2% | -1.9% |
| 30D | -8.0% | -4.0% | -4.0% | -7.8% |
| 3M | -10.5% | -17.4% | +6.9% | -9.5% |
| 6M | -11.9% | -25.4% | +13.5% | -10.8% |
| YTD | -15.4% | -10.5% | -4.8% | -15.8% |
| 1Y | -14.2% | +75.8% | -90.0% | -19.7% |
| All | +50.0% | -29.2% | +79.3% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling