-78.3%
TE vs ALB
+43.0%
-121.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.1% | +1.8% | +2.4% |
| 7D | -22.0% | +1.1% | -23.0% | -22.5% |
| 30D | -33.6% | -2.6% | -31.1% | -33.0% |
| 3M | -61.1% | -25.6% | -35.5% | -55.8% |
| 6M | -64.7% | -54.0% | -10.7% | -50.4% |
| YTD | -68.1% | -31.6% | -36.5% | -63.0% |
| 1Y | -51.7% | -6.6% | -45.1% | -51.4% |
| 3Y | +42.0% | -14.0% | +56.0% | +39.2% |
| 5Y | -80.8% | -62.5% | -18.3% | -76.5% |
| All | -78.3% | +43.0% | -121.3% | -73.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling