+23.5%
ALAB vs TNA
+50.2%
-26.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.0% | -2.3% | -3.0% |
| 7D | +0.6% | -7.6% | +8.2% | +6.9% |
| 30D | -8.8% | -13.6% | +4.8% | +2.0% |
| 3M | -14.0% | +2.8% | -16.8% | -13.5% |
| 6M | +144.3% | +34.5% | +109.8% | +104.3% |
| YTD | +71.0% | +41.0% | +30.0% | +41.4% |
| 1Y | +23.5% | +52.0% | -28.5% | -2.0% |
| All | +23.5% | +50.2% | -26.7% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 1y: compounded portfolio wealth divided by compounded TNA 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…
1y analysis · Full analysis span regression · 6 months rolling