-76.7%
TE vs ALB
+47.7%
-124.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.8% | -2.9% |
| 7D | -10.5% | +9.5% | -20.0% | -14.5% |
| 30D | -32.4% | -2.1% | -30.3% | -32.0% |
| 3M | -60.9% | -24.1% | -36.7% | -56.0% |
| 6M | -62.8% | -51.0% | -11.8% | -49.2% |
| YTD | -65.7% | -29.3% | -36.4% | -60.8% |
| 1Y | -39.9% | +3.2% | -43.1% | -42.0% |
| 3Y | +10.6% | -9.3% | +20.0% | +5.7% |
| 5Y | -79.7% | -61.6% | -18.0% | -75.5% |
| All | -76.7% | +47.7% | -124.4% | -72.1% |
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 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