+8,219.8%
TT vs ALB
+2,194.2%
+6,025.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.6% | -8.0% | -5.6% |
| 7D | -9.0% | +5.5% | -14.4% | -10.7% |
| 30D | -17.6% | -7.5% | -10.1% | -15.7% |
| 3M | -18.7% | -16.9% | -1.7% | -14.4% |
| 6M | -17.4% | -49.2% | +31.8% | +1.2% |
| YTD | +1.5% | -29.9% | +31.4% | +8.7% |
| 1Y | -9.4% | +8.2% | -17.6% | -16.9% |
| 3Y | +85.1% | -19.4% | +104.5% | +63.6% |
| 5Y | +125.7% | -61.6% | +187.4% | +142.8% |
| 10Y | +757.3% | +34.6% | +722.7% | +380.0% |
| All | +8,219.8% | +2,194.2% | +6,025.6% | +1,731.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling