+370.2%
ALAB vs TEM
+53.2%
+317.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.7% | +8.7% | +5.0% |
| 7D | +9.6% | -1.1% | +10.7% | +9.8% |
| 30D | -5.3% | +11.3% | -16.6% | -8.4% |
| 3M | -12.0% | +25.5% | -37.6% | -17.5% |
| 6M | +145.7% | +17.1% | +128.6% | +131.8% |
| YTD | +80.7% | +3.8% | +76.9% | +74.7% |
| 1Y | +40.1% | -24.4% | +64.5% | +43.7% |
| All | +370.2% | +53.2% | +317.0% | +316.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 TEM 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