+90.2%
TT vs ALB
-16.8%
+107.1%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.3% |
| 7D | -2.0% | +9.1% | -11.1% | -3.0% |
| 30D | -14.0% | -3.4% | -10.6% | -13.7% |
| 3M | -15.9% | -20.6% | +4.7% | -14.0% |
| 6M | -17.3% | -48.2% | +30.8% | -11.8% |
| YTD | +4.0% | -29.2% | +33.2% | +6.5% |
| 1Y | -7.1% | +10.0% | -17.1% | -9.5% |
| 3Y | +90.2% | -12.9% | +103.1% | +79.2% |
| All | +90.2% | -16.8% | +107.1% | +79.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling