+384.5%
ALAB vs TNA
+78.8%
+305.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.1% | +8.2% | +6.6% |
| 7D | +9.6% | -3.6% | +13.2% | +12.1% |
| 30D | -5.3% | -10.1% | +4.8% | +0.9% |
| 3M | -12.0% | +2.7% | -14.7% | -11.9% |
| 6M | +145.7% | +38.4% | +107.3% | +107.4% |
| YTD | +80.7% | +45.4% | +35.2% | +48.6% |
| 1Y | +40.1% | +55.9% | -15.8% | +9.8% |
| All | +384.5% | +78.8% | +305.7% | +218.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling