-31.8%
TE vs ALB
-16.8%
-15.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.9% | +2.6% | +3.0% |
| 7D | -12.6% | +9.1% | -21.7% | -17.4% |
| 30D | -36.7% | -3.4% | -33.3% | -35.7% |
| 3M | -57.5% | -20.6% | -36.9% | -52.0% |
| 6M | -55.2% | -48.2% | -7.1% | -35.6% |
| YTD | -64.7% | -29.2% | -35.4% | -58.8% |
| 1Y | -35.9% | +10.0% | -45.9% | -42.7% |
| 3Y | -31.8% | -12.9% | -18.9% | -35.3% |
| All | -31.8% | -16.8% | -15.0% | -35.3% |
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