+24.5%
TMO vs ALB
+66.4%
-41.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -3.4% | +4.5% | +1.2% |
| 7D | -0.6% | -6.6% | +6.0% | -0.4% |
| 30D | +1.1% | -8.1% | +9.3% | +1.4% |
| 3M | +28.3% | -25.7% | +54.0% | +30.1% |
| 6M | +23.3% | -29.5% | +52.7% | +24.2% |
| YTD | +5.5% | -16.2% | +21.7% | +5.6% |
| 1Y | +24.5% | +59.2% | -34.7% | +27.5% |
| All | +24.5% | +66.4% | -41.8% | +27.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling