+545.0%
ALB vs TNA
+781.2%
-236.1%
-83.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.0% | -0.4% | -1.0% |
| 7D | -5.8% | +3.7% | -9.5% | -7.3% |
| 30D | -4.5% | +4.4% | -8.9% | -7.1% |
| 3M | -28.1% | -26.7% | -1.4% | -20.2% |
| 6M | -53.2% | -12.8% | -40.4% | -51.8% |
| YTD | -33.3% | +22.7% | -56.0% | -40.6% |
| 1Y | -17.4% | +35.7% | -53.1% | -29.6% |
| 3Y | -14.1% | +134.6% | -148.7% | -44.4% |
| 5Y | -64.0% | -46.0% | -18.0% | -64.0% |
| 10Y | +32.8% | +38.0% | -5.2% | -28.5% |
| All | +545.0% | +781.2% | -236.1% | -7.5% |
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