-36.4%
ALB vs TLN
+583.6%
-620.0%
-78.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.8% | -8.2% | -5.2% |
| 7D | -8.1% | +7.1% | -15.1% | -9.3% |
| 30D | +6.3% | -3.9% | +10.2% | +6.8% |
| 3M | -23.6% | -16.2% | -7.4% | -21.5% |
| 6M | -24.6% | -5.8% | -18.8% | -24.6% |
| YTD | -10.3% | -15.4% | +5.2% | -8.9% |
| 1Y | +61.5% | -16.7% | +78.1% | +64.4% |
| 3Y | -34.0% | +473.8% | -507.7% | -51.9% |
| All | -36.4% | +583.6% | -620.0% | -49.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling