+385.6%
ALAB vs TEM
+61.6%
+324.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.1% | +9.8% | +9.8% |
| 7D | +7.2% | +0.9% | +6.3% | +7.0% |
| 30D | -2.5% | +38.4% | -40.9% | -10.5% |
| 3M | -13.3% | +23.7% | -37.0% | -18.3% |
| 6M | +172.8% | +26.0% | +146.8% | +153.7% |
| YTD | +86.6% | +9.4% | +77.2% | +78.5% |
| 1Y | +65.2% | -17.3% | +82.4% | +66.7% |
| All | +385.6% | +61.6% | +324.1% | +325.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling