+239.3%
ALAB vs TEM
+111.1%
+128.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +11.0% | +2.7% | +11.3% |
| 7D | -5.6% | +7.6% | -13.2% | -6.7% |
| 30D | -36.6% | +19.0% | -55.7% | -38.8% |
| 3M | -35.1% | +62.2% | -97.3% | -42.6% |
| 6M | +8.5% | +69.4% | -60.8% | -5.4% |
| YTD | +30.4% | +43.0% | -12.6% | +16.8% |
| 1Y | +31.0% | +18.0% | +13.0% | +21.7% |
| All | +239.3% | +111.1% | +128.2% | +178.5% |
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