+207.4%
ALAB vs TMF
-36.4%
+243.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -0.2% | +6.4% | +6.3% |
| 7D | -26.3% | +1.2% | -27.5% | -26.2% |
| 30D | -50.1% | +19.7% | -69.8% | -50.1% |
| 3M | -42.5% | -2.1% | -40.4% | -42.3% |
| 6M | -10.8% | -13.4% | +2.6% | -10.8% |
| YTD | +14.6% | -16.7% | +31.4% | +14.5% |
| 1Y | +17.1% | -23.3% | +40.5% | +16.4% |
| All | +207.4% | -36.4% | +243.8% | +196.4% |
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