+768.0%
ALB vs TNA
+1,004.3%
-236.3%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.7% | -5.2% | -4.7% |
| 7D | -8.1% | -0.1% | -8.0% | -8.1% |
| 30D | +6.3% | -4.9% | +11.2% | +8.1% |
| 3M | -23.6% | +0.4% | -24.0% | -24.3% |
| 6M | -24.6% | +32.5% | -57.1% | -33.8% |
| YTD | -10.3% | +53.7% | -64.0% | -25.7% |
| 1Y | +61.5% | +65.1% | -3.6% | +28.8% |
| 3Y | -34.0% | +98.4% | -132.4% | -54.3% |
| 5Y | -44.6% | -22.5% | -22.1% | -51.2% |
| 10Y | +76.1% | +82.5% | -6.4% | -14.4% |
| All | +768.0% | +1,004.3% | -236.3% | +15.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling