+248.5%
ALAB vs TLN
+315.1%
-66.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -7.5% | +1.1% | -8.6% | -7.7% |
| 30D | -36.8% | -4.6% | -32.2% | -34.2% |
| 3M | -31.9% | +5.2% | -37.1% | -33.8% |
| 6M | +8.2% | -6.5% | +14.7% | +14.0% |
| YTD | +29.9% | -3.6% | +33.6% | +29.4% |
| 1Y | +24.4% | -8.2% | +32.7% | +27.9% |
| All | +248.5% | +315.1% | -66.6% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 TLN 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