+257.6%
ALAB vs TLN
+332.2%
-74.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.8% | +0.1% | -0.7% |
| 7D | +16.3% | +11.0% | +5.3% | +8.7% |
| 30D | -26.1% | +4.9% | -31.0% | -27.8% |
| 3M | -31.3% | +4.9% | -36.2% | -33.0% |
| 6M | -1.0% | +7.1% | -8.1% | -3.7% |
| YTD | +33.3% | +0.3% | +33.0% | +29.2% |
| 1Y | +53.5% | +5.9% | +47.6% | +43.2% |
| All | +257.6% | +332.2% | -74.6% | +3.2% |
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