+248.5%
ALAB vs TMF
-38.8%
+287.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.9% | +3.6% | -0.4% |
| 7D | -7.5% | -1.1% | -6.4% | -7.5% |
| 30D | -36.8% | +11.8% | -48.6% | -36.9% |
| 3M | -31.9% | -4.0% | -27.8% | -31.7% |
| 6M | +8.2% | -16.5% | +24.7% | +8.2% |
| YTD | +29.9% | -19.9% | +49.9% | +29.7% |
| 1Y | +24.4% | -25.6% | +50.0% | +23.6% |
| All | +248.5% | -38.8% | +287.3% | +235.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling