-41.3%
TE vs ALB
-43.6%
+2.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +2.6% | +7.4% | +8.5% |
| 7D | +18.2% | -4.4% | +22.6% | +21.0% |
| 30D | -13.5% | -1.2% | -12.3% | -13.5% |
| 3M | -44.6% | -13.3% | -31.3% | -39.8% |
| 6M | -24.7% | -19.8% | -4.9% | -17.0% |
| YTD | -24.3% | -7.9% | -16.3% | -23.6% |
| 1Y | +155.6% | +60.2% | +95.4% | +79.1% |
| 3Y | -18.3% | -26.4% | +8.2% | -15.6% |
| 5Y | -41.3% | -42.5% | +1.2% | -33.0% |
| All | -41.3% | -43.6% | +2.3% | -33.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling