-63.4%
ALB vs TNA
-46.7%
-16.6%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -0.9% |
| 7D | -5.8% | +3.7% | -9.5% | -7.5% |
| 30D | -4.5% | +4.4% | -8.9% | -7.6% |
| 3M | -28.1% | -26.7% | -1.4% | -18.9% |
| 6M | -53.2% | -12.8% | -40.4% | -51.7% |
| YTD | -33.3% | +22.7% | -56.0% | -42.1% |
| 1Y | -17.4% | +35.7% | -53.1% | -32.0% |
| 3Y | -14.1% | +134.6% | -148.7% | -50.1% |
| All | -63.4% | -46.7% | -16.6% | -66.4% |
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