+365.7%
ALAB vs TDY
+43.4%
+322.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -0.9% | -6.0% | -6.1% |
| 7D | +3.2% | -0.9% | +4.1% | +4.1% |
| 30D | -13.6% | -12.5% | -1.1% | -2.6% |
| 3M | -16.6% | -1.2% | -15.4% | -14.0% |
| 6M | +142.3% | -6.6% | +148.9% | +160.5% |
| YTD | +73.6% | +18.5% | +55.2% | +58.0% |
| 1Y | +33.7% | +10.8% | +22.9% | +27.4% |
| All | +365.7% | +43.4% | +322.2% | +277.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling