-34.8%
ALB vs TLN
+602.5%
-637.2%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.8% | -0.2% | +2.1% |
| 7D | -4.4% | +10.9% | -15.3% | -6.3% |
| 30D | -1.2% | -6.3% | +5.1% | -0.2% |
| 3M | -13.3% | -10.7% | -2.6% | -12.0% |
| 6M | -19.8% | +1.6% | -21.4% | -20.8% |
| YTD | -7.9% | -13.1% | +5.2% | -7.0% |
| 1Y | +60.2% | -15.1% | +75.2% | +62.5% |
| 3Y | -26.4% | +495.0% | -521.5% | -46.7% |
| All | -34.8% | +602.5% | -637.2% | -48.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 10y: compounded portfolio wealth divided by compounded TLN 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…
10y analysis · Full analysis span regression · 6 months rolling