+33.7%
ALAB vs TLN
-16.8%
+50.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +2.8% | -9.7% | -8.8% |
| 7D | +3.2% | +10.9% | -7.7% | -3.7% |
| 30D | -13.6% | -6.3% | -7.3% | -10.3% |
| 3M | -16.6% | -10.7% | -5.9% | -10.0% |
| 6M | +142.3% | +1.6% | +140.7% | +137.2% |
| YTD | +73.6% | -13.1% | +86.7% | +77.9% |
| 1Y | +33.7% | -15.1% | +48.7% | +48.5% |
| All | +33.7% | -16.8% | +50.5% | +48.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling