+207.4%
ALAB vs TLN
+289.2%
-81.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.1% | -0.8% | +1.5% |
| 7D | -26.3% | -1.3% | -25.0% | -25.4% |
| 30D | -50.1% | -10.5% | -39.6% | -45.9% |
| 3M | -42.5% | +0.1% | -42.6% | -42.3% |
| 6M | -10.8% | -17.4% | +6.6% | +1.6% |
| YTD | +14.6% | -9.7% | +24.3% | +18.9% |
| 1Y | +17.1% | -12.3% | +29.4% | +23.8% |
| All | +207.4% | +289.2% | -81.8% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling