-29.2%
ALB vs TLN
+483.9%
-513.1%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.9% | -1.0% | -2.5% |
| 7D | -8.6% | +5.8% | -14.4% | -9.6% |
| 30D | -4.0% | -6.9% | +2.8% | -2.9% |
| 3M | -17.4% | -10.9% | -6.5% | -16.1% |
| 6M | -25.4% | -4.6% | -20.8% | -25.5% |
| YTD | -10.5% | -14.7% | +4.2% | -9.3% |
| 1Y | +75.8% | -17.9% | +93.7% | +79.5% |
| All | -29.2% | +483.9% | -513.1% | -53.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling