+207.4%
ALAB vs TPR
+199.8%
+7.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.0% | +7.3% | +6.7% |
| 7D | -26.3% | +14.2% | -40.5% | -31.5% |
| 30D | -50.1% | +17.1% | -67.2% | -54.4% |
| 3M | -42.5% | -17.7% | -24.8% | -38.1% |
| 6M | -10.8% | -10.2% | -0.7% | -9.1% |
| YTD | +14.6% | +4.9% | +9.7% | +4.9% |
| 1Y | +17.1% | +36.1% | -19.0% | -7.8% |
| All | +207.4% | +199.8% | +7.7% | +36.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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