+734.7%
TT vs ALB
+34.3%
+700.4%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +0.9% |
| 7D | +0.8% | +5.3% | -4.4% | -0.4% |
| 30D | -11.8% | -6.3% | -5.5% | -10.7% |
| 3M | -11.6% | -27.4% | +15.8% | -5.9% |
| 6M | -9.3% | -53.1% | +43.8% | +5.3% |
| YTD | +8.9% | -32.3% | +41.2% | +14.8% |
| 1Y | -2.2% | -7.3% | +5.1% | -4.3% |
| 3Y | +91.9% | -14.9% | +106.8% | +75.6% |
| 5Y | +136.0% | -62.0% | +198.0% | +156.9% |
| 10Y | +734.7% | +33.0% | +701.7% | +438.6% |
| All | +734.7% | +34.3% | +700.4% | +438.6% |
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