+65.2%
ALAB vs TMF
-15.2%
+80.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.4% | +9.4% | +9.7% |
| 7D | +7.2% | -1.4% | +8.7% | +7.4% |
| 30D | -2.5% | -2.8% | +0.3% | -2.0% |
| 3M | -13.3% | -10.9% | -2.4% | -11.6% |
| 6M | +172.8% | -21.3% | +194.1% | +169.9% |
| YTD | +86.6% | -15.9% | +102.5% | +87.9% |
| 1Y | +65.2% | -15.7% | +80.9% | +46.9% |
| All | +65.2% | -15.2% | +80.4% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 TMF 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