+17.1%
ALAB vs TMF
-22.9%
+40.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.4% | +6.3% |
| 7D | -26.3% | +1.2% | -27.5% | -26.4% |
| 30D | -50.1% | +19.7% | -69.8% | -52.5% |
| 3M | -42.5% | -2.1% | -40.4% | -41.2% |
| 6M | -10.8% | -13.4% | +2.6% | -6.6% |
| YTD | +14.6% | -16.7% | +31.4% | +19.6% |
| 1Y | +17.1% | -23.3% | +40.5% | +22.7% |
| All | +17.1% | -22.9% | +40.0% | +22.7% |
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