+9,395.8%
TT vs ALB
+2,835.3%
+6,560.6%
-77.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.1% | +2.1% |
| 7D | -0.2% | -8.1% | +7.8% | +2.4% |
| 30D | -7.4% | +6.3% | -13.6% | -9.6% |
| 3M | -3.2% | -23.6% | +20.4% | +4.6% |
| 6M | +1.1% | -24.6% | +25.7% | +8.0% |
| YTD | +15.6% | -10.3% | +25.9% | +14.8% |
| 1Y | +9.2% | +61.5% | -52.3% | -13.3% |
| 3Y | +124.4% | -34.0% | +158.3% | +116.2% |
| 5Y | +138.0% | -44.6% | +182.6% | +125.5% |
| 10Y | +886.4% | +76.1% | +810.3% | +407.1% |
| All | +9,395.8% | +2,835.3% | +6,560.6% | +1,838.6% |
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 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