+129.6%
TT vs ALB
-34.0%
+163.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.4% | +5.3% | +1.3% |
| 7D | 0.0% | -8.1% | +8.1% | +0.9% |
| 30D | -7.2% | +6.3% | -13.4% | -7.9% |
| 3M | -3.0% | -23.6% | +20.6% | -0.3% |
| 6M | +1.4% | -24.6% | +26.0% | +3.7% |
| YTD | +15.9% | -10.3% | +26.2% | +15.9% |
| 1Y | +9.4% | +61.5% | -52.0% | +1.6% |
| All | +129.6% | -34.0% | +163.6% | +143.8% |
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