+357.0%
TPR vs ALB
+34.2%
+322.8%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.1% |
| 7D | -1.1% | -3.6% | +2.4% | 0.0% |
| 30D | +15.1% | -2.9% | +18.0% | +16.0% |
| 3M | -13.4% | -25.8% | +12.4% | -5.2% |
| 6M | +1.4% | -53.6% | +54.9% | +29.3% |
| YTD | +4.8% | -32.4% | +37.1% | +12.4% |
| 1Y | +29.2% | -13.0% | +42.2% | +25.3% |
| 3Y | +403.7% | -15.0% | +418.7% | +324.4% |
| 5Y | +230.8% | -63.5% | +294.4% | +283.6% |
| All | +357.0% | +34.2% | +322.8% | +121.0% |
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 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