-50.0%
TE vs ALB
+87.0%
-137.0%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.8% | -0.1% | -1.7% |
| 7D | +15.0% | -8.6% | +23.6% | +19.4% |
| 30D | -7.5% | -4.0% | -3.5% | -6.3% |
| 3M | -42.0% | -17.4% | -24.6% | -36.8% |
| 6M | -31.4% | -25.4% | -6.1% | -23.4% |
| YTD | -26.5% | -10.5% | -16.0% | -24.3% |
| 1Y | +153.1% | +75.8% | +77.3% | +91.3% |
| 3Y | -20.7% | -28.5% | +7.8% | -19.9% |
| 5Y | -45.4% | -45.1% | -0.3% | -41.2% |
| All | -50.0% | +87.0% | -137.0% | -46.1% |
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