+261.5%
TPR vs ALB
-62.6%
+324.1%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | +0.6% |
| 7D | +12.1% | +5.3% | +6.8% | +10.8% |
| 30D | +16.7% | -6.3% | +22.9% | +18.2% |
| 3M | -17.4% | -27.4% | +10.0% | -11.9% |
| 6M | +2.3% | -53.1% | +55.4% | +19.8% |
| YTD | +7.1% | -32.3% | +39.5% | +12.1% |
| 1Y | +29.5% | -7.3% | +36.8% | +24.4% |
| 3Y | +415.0% | -14.9% | +430.0% | +357.9% |
| 5Y | +261.5% | -62.0% | +323.5% | +304.8% |
| All | +261.5% | -62.6% | +324.1% | +304.8% |
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