+27.8%
ALNY vs TLN
+571.8%
-544.0%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.5% | -1.5% | -3.9% |
| 7D | -6.4% | +2.0% | -8.4% | -6.5% |
| 30D | +11.9% | -12.9% | +24.8% | +12.6% |
| 3M | -15.0% | -7.4% | -7.6% | -15.2% |
| 6M | -23.2% | -6.0% | -17.2% | -23.8% |
| YTD | -37.8% | -16.9% | -20.9% | -37.7% |
| 1Y | -47.3% | -22.6% | -24.6% | -47.1% |
| 3Y | +22.9% | +469.0% | -446.1% | -9.5% |
| All | +27.8% | +571.8% | -544.0% | -14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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