+17.1%
ALAB vs TSLL
-57.5%
+74.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.6% | -2.4% | +2.6% |
| 7D | -26.3% | -21.2% | -5.1% | -18.4% |
| 30D | -50.1% | -13.3% | -36.8% | -46.7% |
| 3M | -42.5% | +15.4% | -57.9% | -46.8% |
| 6M | -10.8% | -34.2% | +23.4% | +2.1% |
| YTD | +14.6% | -52.9% | +67.5% | +37.3% |
| 1Y | +17.1% | -54.3% | +71.5% | +39.3% |
| All | +17.1% | -57.5% | +74.6% | +39.3% |
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