+369.5%
ALAB vs TMO
+5.7%
+363.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +2.1% |
| 7D | -6.2% | -0.6% | -5.5% | -6.0% |
| 30D | -8.7% | +1.1% | -9.8% | -8.9% |
| 3M | -20.7% | +28.3% | -49.1% | -26.5% |
| 6M | +133.5% | +23.3% | +110.3% | +117.9% |
| YTD | +75.1% | +5.5% | +69.6% | +72.5% |
| 1Y | +25.0% | +24.5% | +0.5% | +17.3% |
| All | +369.5% | +5.7% | +363.7% | +316.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 10y: compounded portfolio wealth divided by compounded TMO 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…
10y analysis · Full analysis span regression · 6 months rolling