+127.9%
TT vs ALB
-61.7%
+189.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.5% | +2.2% |
| 7D | -2.0% | +9.1% | -11.1% | -3.3% |
| 30D | -14.0% | -3.4% | -10.6% | -13.6% |
| 3M | -15.9% | -20.6% | +4.7% | -13.3% |
| 6M | -17.3% | -48.2% | +30.8% | -9.5% |
| YTD | +4.0% | -29.2% | +33.2% | +7.3% |
| 1Y | -7.1% | +10.0% | -17.1% | -10.9% |
| 3Y | +90.2% | -12.9% | +103.1% | +77.6% |
| All | +127.9% | -61.7% | +189.6% | +147.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling