+65.2%
ALAB vs TSLL
-22.3%
+87.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -11.8% | +21.6% | +13.7% |
| 7D | +7.2% | +1.9% | +5.3% | +5.3% |
| 30D | -2.5% | +17.8% | -20.3% | -10.1% |
| 3M | -13.3% | -37.0% | +23.7% | -2.8% |
| 6M | +172.8% | -37.7% | +210.5% | +203.3% |
| YTD | +86.6% | -51.4% | +138.0% | +116.2% |
| 1Y | +65.2% | -23.4% | +88.5% | +119.0% |
| All | +65.2% | -22.3% | +87.5% | +119.0% |
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