+365.7%
ALAB vs TMO
+4.6%
+361.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -1.8% | -5.2% | -6.5% |
| 7D | +3.2% | +0.4% | +2.8% | +3.1% |
| 30D | -13.6% | +1.5% | -15.1% | -13.9% |
| 3M | -16.6% | +28.5% | -45.1% | -22.9% |
| 6M | +142.3% | +20.4% | +122.0% | +127.8% |
| YTD | +73.6% | +4.3% | +69.4% | +71.5% |
| 1Y | +33.7% | +24.1% | +9.6% | +25.4% |
| All | +365.7% | +4.6% | +361.1% | +313.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling