+267.2%
ALAB vs TSLL
+50.5%
+216.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.7% | -2.2% |
| 7D | +26.9% | +33.0% | -6.0% | +18.0% |
| 30D | -30.0% | +7.7% | -37.7% | -30.9% |
| 3M | -28.5% | +34.7% | -63.3% | -34.2% |
| 6M | +11.4% | -31.5% | +42.9% | +19.9% |
| YTD | +36.9% | -42.4% | +79.3% | +50.3% |
| 1Y | +44.4% | -39.7% | +84.1% | +55.5% |
| All | +267.2% | +50.5% | +216.8% | +206.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling