+144.9%
TE vs ALB
+68.9%
+76.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -3.0% | -3.7% | -5.3% |
| 7D | +0.9% | -7.6% | +8.5% | +4.8% |
| 30D | -16.3% | -5.6% | -10.7% | -14.5% |
| 3M | -40.8% | -16.8% | -23.9% | -36.1% |
| 6M | -42.6% | -26.3% | -16.3% | -36.7% |
| YTD | -31.4% | -13.2% | -18.2% | -26.4% |
| 1Y | +144.9% | +68.8% | +76.1% | +100.2% |
| All | +144.9% | +68.9% | +76.1% | +100.2% |
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