-31.6%
ALAB vs TE
-60.3%
+28.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -3.0% | +16.7% | +15.2% |
| 7D | -5.6% | -10.5% | +5.0% | +0.8% |
| 30D | -36.6% | -32.4% | -4.2% | -25.9% |
| All | -31.6% | -60.3% | +28.7% | -13.7% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling