+400.4%
ALAB vs TRI
-28.6%
+429.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -5.4% | +15.2% | +8.1% |
| 7D | +7.2% | -0.5% | +7.7% | +7.1% |
| 30D | -2.5% | +7.9% | -10.4% | +0.1% |
| 3M | -13.3% | +24.1% | -37.4% | -4.3% |
| 6M | +172.8% | +3.8% | +169.0% | +201.1% |
| YTD | +86.6% | -16.9% | +103.4% | +98.5% |
| 1Y | +65.2% | -38.4% | +103.5% | +75.0% |
| All | +400.4% | -28.6% | +429.0% | +289.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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