-80.5%
TE vs ALB
+39.4%
-119.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.4% | -1.7% | -2.4% |
| 7D | -19.1% | -5.8% | -13.3% | -16.7% |
| 30D | -34.1% | -4.5% | -29.6% | -32.9% |
| 3M | -60.1% | -28.1% | -32.0% | -54.0% |
| 6M | -66.0% | -53.2% | -12.8% | -52.4% |
| YTD | -71.4% | -33.3% | -38.1% | -66.4% |
| 1Y | -45.3% | -17.4% | -27.8% | -41.5% |
| 3Y | +9.1% | -14.1% | +23.3% | +7.5% |
| 5Y | -82.6% | -64.0% | -18.6% | -78.4% |
| All | -80.5% | +39.4% | -119.9% | -76.1% |
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