+1,563.9%
TFC vs ALB
+2,214.8%
-650.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.9% | -1.8% | -1.2% |
| 7D | +1.2% | +9.1% | -7.9% | -1.6% |
| 30D | +8.3% | -3.4% | +11.7% | +9.2% |
| 3M | -5.2% | -20.6% | +15.4% | +1.0% |
| 6M | -0.8% | -48.2% | +47.4% | +19.5% |
| YTD | +3.4% | -29.2% | +32.7% | +9.5% |
| 1Y | +17.0% | +10.0% | +7.0% | +6.4% |
| 3Y | +86.2% | -12.9% | +99.1% | +62.9% |
| 5Y | -2.3% | -61.3% | +59.0% | +7.1% |
| 10Y | +93.9% | +35.8% | +58.1% | +23.2% |
| All | +1,563.9% | +2,214.8% | -650.9% | +394.0% |
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 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