-49.9%
ALB vs TLN
+630.2%
-680.1%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | -0.4% |
| 7D | +9.1% | -1.3% | +10.4% | +9.0% |
| 30D | -3.4% | -10.5% | +7.1% | -1.9% |
| 3M | -20.6% | +0.1% | -20.7% | -21.4% |
| 6M | -48.2% | -17.4% | -30.8% | -47.1% |
| YTD | -29.2% | -9.7% | -19.6% | -29.6% |
| 1Y | +10.0% | -12.3% | +22.3% | +9.8% |
| 3Y | -12.9% | +528.3% | -541.2% | -37.9% |
| All | -49.9% | +630.2% | -680.1% | -61.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling