-45.1%
ALB vs TNA
-22.1%
-23.0%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -4.1% | +1.3% | -1.0% |
| 7D | -8.6% | -3.6% | -5.0% | -7.2% |
| 30D | -4.0% | -10.1% | +6.0% | +0.3% |
| 3M | -17.4% | +2.7% | -20.1% | -19.1% |
| 6M | -25.4% | +38.4% | -63.8% | -37.3% |
| YTD | -10.5% | +45.4% | -56.0% | -26.8% |
| 1Y | +75.8% | +55.9% | +19.9% | +37.4% |
| 3Y | -28.5% | +109.8% | -138.3% | -56.1% |
| 5Y | -45.1% | -22.5% | -22.6% | -55.2% |
| All | -45.1% | -22.1% | -23.0% | -55.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling