+379.1%
TPR vs ALB
+33.3%
+345.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | +14.2% | +9.1% | +5.1% | +11.0% |
| 30D | +17.1% | -3.4% | +20.5% | +18.2% |
| 3M | -17.7% | -20.6% | +2.9% | -12.0% |
| 6M | -10.2% | -48.2% | +38.0% | +10.0% |
| YTD | +4.9% | -29.2% | +34.1% | +10.9% |
| 1Y | +36.1% | +10.0% | +26.1% | +21.0% |
| 3Y | +416.5% | -12.9% | +429.4% | +332.8% |
| 5Y | +254.8% | -61.3% | +316.1% | +301.9% |
| All | +379.1% | +33.3% | +345.8% | +136.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling