+400.4%
ALAB vs TLN
+264.4%
+136.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +3.8% | +6.0% | +7.3% |
| 7D | +7.2% | +7.1% | +0.2% | +2.7% |
| 30D | -2.5% | -3.9% | +1.4% | -0.4% |
| 3M | -13.3% | -16.2% | +2.8% | -2.4% |
| 6M | +172.8% | -5.8% | +178.6% | +180.1% |
| YTD | +86.6% | -15.4% | +102.0% | +100.4% |
| 1Y | +65.2% | -16.7% | +81.8% | +79.9% |
| All | +400.4% | +264.4% | +136.0% | +60.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling