+400.4%
ALAB vs TNA
+89.0%
+311.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.7% | +9.0% | +9.3% |
| 7D | +7.2% | -0.1% | +7.3% | +7.3% |
| 30D | -2.5% | -4.9% | +2.4% | +0.4% |
| 3M | -13.3% | +0.4% | -13.7% | -11.9% |
| 6M | +172.8% | +32.5% | +140.3% | +134.3% |
| YTD | +86.6% | +53.7% | +32.9% | +48.5% |
| 1Y | +65.2% | +65.1% | 0.0% | +25.1% |
| All | +400.4% | +89.0% | +311.4% | +218.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling