+249.6%
ALAB vs TMF
-36.3%
+285.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.1% | +13.7% | +13.7% |
| 7D | -5.6% | +0.6% | -6.2% | -5.5% |
| 30D | -36.6% | +16.3% | -52.9% | -36.6% |
| 3M | -35.1% | -2.7% | -32.4% | -34.9% |
| 6M | +8.5% | -13.2% | +21.7% | +8.6% |
| YTD | +30.4% | -16.7% | +47.0% | +30.2% |
| 1Y | +31.0% | -22.7% | +53.8% | +30.3% |
| All | +249.6% | -36.3% | +285.9% | +237.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling