+240.4%
TPR vs ALB
-44.4%
+284.8%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.5% | +1.0% |
| 7D | -2.3% | -8.1% | +5.8% | -0.5% |
| 30D | -23.0% | +6.3% | -29.2% | -24.3% |
| 3M | -12.5% | -23.6% | +11.1% | -7.6% |
| 6M | -21.4% | -24.6% | +3.2% | -17.9% |
| YTD | -3.5% | -10.3% | +6.8% | -4.7% |
| 1Y | +17.4% | +61.5% | -44.1% | -2.4% |
| 3Y | +291.3% | -34.0% | +325.2% | +298.9% |
| All | +240.4% | -44.4% | +284.8% | +238.2% |
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