-49.9%
ALB vs TLN
+683.0%
-733.0%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +7.2% | -7.4% | -1.4% |
| 7D | +9.5% | +9.1% | +0.4% | +7.4% |
| 30D | -2.1% | -4.1% | +2.0% | -1.8% |
| 3M | -24.1% | +4.4% | -28.6% | -25.5% |
| 6M | -51.0% | -6.0% | -45.0% | -51.2% |
| YTD | -29.3% | -3.1% | -26.2% | -30.6% |
| 1Y | +3.2% | -6.1% | +9.2% | +1.7% |
| 3Y | -9.3% | +575.3% | -584.7% | -36.2% |
| All | -49.9% | +683.0% | -733.0% | -61.9% |
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