+365.7%
ALAB vs TE
+244.2%
+121.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +10.0% | -16.9% | -9.1% |
| 7D | +3.2% | +18.2% | -15.0% | -0.8% |
| 30D | -13.6% | -13.5% | -0.1% | -11.4% |
| 3M | -16.6% | -44.6% | +28.0% | -6.4% |
| 6M | +142.3% | -24.7% | +167.0% | +150.7% |
| YTD | +73.6% | -24.3% | +97.9% | +79.6% |
| 1Y | +33.7% | +155.6% | -121.9% | +10.8% |
| All | +365.7% | +244.2% | +121.4% | +266.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling