+13,174.6%
TDG vs ALB
+684.0%
+12,490.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.4% | +4.8% | +1.6% |
| 7D | -2.0% | -8.1% | +6.0% | +0.2% |
| 30D | -7.4% | +6.3% | -13.6% | -9.3% |
| 3M | -5.4% | -23.6% | +18.2% | +1.1% |
| 6M | -11.6% | -24.6% | +13.0% | -6.8% |
| YTD | -12.6% | -10.3% | -2.3% | -13.8% |
| 1Y | -9.3% | +61.5% | -70.8% | -26.9% |
| 3Y | +49.2% | -34.0% | +83.1% | +44.3% |
| 5Y | +132.1% | -44.6% | +176.7% | +123.3% |
| 10Y | +544.8% | +76.1% | +468.7% | +249.8% |
| All | +13,174.6% | +684.0% | +12,490.6% | +3,149.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling