+12.3%
TMO vs ALB
-64.0%
+76.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.3% |
| 7D | +0.8% | -5.8% | +6.5% | +1.6% |
| 30D | +4.0% | -4.5% | +8.5% | +4.6% |
| 3M | +17.6% | -28.1% | +45.7% | +22.8% |
| 6M | +57.3% | -53.2% | +110.4% | +74.5% |
| YTD | +21.2% | -33.3% | +54.5% | +25.4% |
| 1Y | +21.1% | -17.4% | +38.6% | +20.7% |
| 3Y | +58.8% | -14.1% | +73.0% | +46.5% |
| All | +12.3% | -64.0% | +76.3% | +15.2% |
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