+358.7%
ALAB vs TDY
+41.4%
+317.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.2% | -5.5% | -5.5% |
| 7D | +0.6% | -1.9% | +2.5% | +2.3% |
| 30D | -8.8% | -12.5% | +3.7% | +2.7% |
| 3M | -14.0% | -0.8% | -13.2% | -11.5% |
| 6M | +144.3% | -9.0% | +153.2% | +167.9% |
| YTD | +71.0% | +16.8% | +54.2% | +57.5% |
| 1Y | +23.5% | +9.5% | +14.1% | +18.9% |
| All | +358.7% | +41.4% | +317.3% | +276.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TDY.
Daily Out/Under-Performance
Portfolio return minus TDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDY 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 TDY 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