+80.2%
ALB vs TNA
+84.1%
-3.9%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.0% | 0.0% | -1.8% |
| 7D | -7.6% | -7.6% | 0.0% | -4.7% |
| 30D | -5.6% | -13.6% | +8.0% | -0.2% |
| 3M | -16.8% | +2.8% | -19.7% | -18.4% |
| 6M | -26.3% | +34.5% | -60.8% | -36.1% |
| YTD | -13.2% | +41.0% | -54.3% | -26.4% |
| 1Y | +68.8% | +52.0% | +16.8% | +37.4% |
| 3Y | -30.7% | +103.5% | -134.1% | -53.4% |
| 5Y | -46.3% | -22.5% | -23.7% | -53.7% |
| All | +80.2% | +84.1% | -3.9% | +1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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