+24.8%
ALAB vs TSLL
-47.7%
+72.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +10.9% | +2.8% | +8.9% |
| 7D | -5.6% | -14.3% | +8.7% | +1.1% |
| 30D | -36.6% | -6.2% | -30.5% | -34.6% |
| 3M | -35.1% | +21.2% | -56.3% | -41.1% |
| 6M | +8.5% | -36.6% | +45.1% | +23.5% |
| YTD | +30.4% | -47.8% | +78.1% | +49.4% |
| All | +24.8% | -47.7% | +72.5% | +42.3% |
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