+7,716.4%
TPR vs ALB
+1,742.8%
+5,973.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.4% | +4.5% | +1.9% |
| 7D | -2.3% | -8.1% | +5.8% | +1.2% |
| 30D | -23.0% | +6.3% | -29.2% | -25.4% |
| 3M | -12.5% | -23.6% | +11.1% | -3.5% |
| 6M | -21.4% | -24.6% | +3.2% | -15.0% |
| YTD | -3.5% | -10.3% | +6.8% | -5.7% |
| 1Y | +17.4% | +61.5% | -44.1% | -14.9% |
| 3Y | +291.3% | -34.0% | +325.2% | +269.2% |
| 5Y | +241.9% | -44.6% | +286.5% | +221.8% |
| 10Y | +322.7% | +76.1% | +246.6% | +88.6% |
| All | +7,716.4% | +1,742.8% | +5,973.6% | +652.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling