-14.1%
ALB vs TLN
+580.6%
-594.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.8% | +1.4% | -0.9% |
| 7D | -5.8% | +11.0% | -16.8% | -7.6% |
| 30D | -4.5% | +4.9% | -9.4% | -5.7% |
| 3M | -28.1% | +4.9% | -33.0% | -29.4% |
| 6M | -53.2% | +7.1% | -60.3% | -54.4% |
| YTD | -33.3% | +0.3% | -33.6% | -34.9% |
| 1Y | -17.4% | +5.9% | -23.3% | -20.3% |
| 3Y | -14.1% | +578.5% | -592.6% | -42.7% |
| All | -14.1% | +580.6% | -594.7% | -42.7% |
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