+299.4%
TPR vs ALB
-34.0%
+333.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.5% | +0.7% |
| 7D | -2.3% | -8.1% | +5.8% | -1.1% |
| 30D | -23.0% | +6.3% | -29.2% | -23.8% |
| 3M | -12.5% | -23.6% | +11.1% | -9.3% |
| 6M | -21.4% | -24.6% | +3.2% | -19.1% |
| YTD | -3.5% | -10.3% | +6.8% | -4.4% |
| 1Y | +17.4% | +61.5% | -44.1% | +3.5% |
| All | +299.4% | -34.0% | +333.4% | +275.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling