+6.9%
TMO vs ALB
-48.1%
+55.1%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.0% | +2.6% | 0.0% |
| 7D | -2.5% | -7.6% | +5.1% | -1.4% |
| 30D | -0.3% | -5.6% | +5.3% | +0.4% |
| 3M | +25.3% | -16.8% | +42.1% | +28.0% |
| 6M | +20.9% | -26.3% | +47.2% | +24.7% |
| YTD | +4.3% | -13.2% | +17.5% | +4.2% |
| 1Y | +27.0% | +68.8% | -41.8% | +12.3% |
| 3Y | +17.5% | -30.7% | +48.2% | +14.2% |
| 5Y | +6.9% | -46.3% | +53.2% | +5.1% |
| All | +6.9% | -48.1% | +55.1% | +5.1% |
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 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