+400.4%
ALAB vs TPR
+175.7%
+224.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | 0.0% | +9.7% | +9.8% |
| 7D | +7.2% | -2.3% | +9.5% | +8.5% |
| 30D | -2.5% | -23.0% | +20.4% | +9.8% |
| 3M | -13.3% | -12.5% | -0.8% | -9.9% |
| 6M | +172.8% | -21.4% | +194.3% | +199.6% |
| YTD | +86.6% | -3.5% | +90.1% | +80.4% |
| 1Y | +65.2% | +17.4% | +47.8% | +41.9% |
| All | +400.4% | +175.7% | +224.7% | +134.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling