+384.5%
ALAB vs TE
+234.0%
+150.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.0% | +7.0% | +4.7% |
| 7D | +9.6% | +15.0% | -5.4% | +6.0% |
| 30D | -5.3% | -7.5% | +2.3% | -4.4% |
| 3M | -12.0% | -42.0% | +29.9% | -2.0% |
| 6M | +145.7% | -31.4% | +177.1% | +158.7% |
| YTD | +80.7% | -26.5% | +107.2% | +88.0% |
| 1Y | +40.1% | +153.1% | -113.0% | +16.4% |
| All | +384.5% | +234.0% | +150.5% | +283.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling