+24.5%
ALAB vs TSLL
-48.4%
+72.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -6.3% | +1.9% | -1.9% |
| 7D | -24.9% | -9.4% | -15.4% | -21.9% |
| 30D | -38.4% | +1.6% | -39.9% | -38.8% |
| 3M | -38.3% | +29.4% | -67.7% | -45.8% |
| 6M | +10.9% | -20.1% | +31.1% | +16.9% |
| YTD | +34.2% | -44.5% | +78.7% | +50.8% |
| 1Y | +24.5% | -46.0% | +70.5% | +38.0% |
| All | +24.5% | -48.4% | +72.9% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TSLL.
Daily Out/Under-Performance
Portfolio return minus TSLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TSLL 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 1y: compounded portfolio wealth divided by compounded TSLL 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…
1y analysis · Full analysis span regression · 6 months rolling