+753.3%
TT vs ALB
+33.3%
+719.9%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.2% |
| 7D | -2.0% | +9.1% | -11.1% | -3.9% |
| 30D | -14.0% | -3.4% | -10.6% | -13.5% |
| 3M | -15.9% | -20.6% | +4.7% | -12.2% |
| 6M | -17.3% | -48.2% | +30.8% | -6.1% |
| YTD | +4.0% | -29.2% | +33.2% | +8.6% |
| 1Y | -7.1% | +10.0% | -17.1% | -12.5% |
| 3Y | +90.2% | -12.9% | +103.1% | +73.5% |
| 5Y | +131.1% | -61.3% | +192.4% | +151.2% |
| All | +753.3% | +33.3% | +719.9% | +471.5% |
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 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