+189.3%
ALAB vs TSLL
+13.2%
+176.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TSLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -21.9% | +2.3% | -13.9% |
| 7D | -38.2% | -28.9% | -9.3% | -32.3% |
| 30D | -54.0% | -21.4% | -32.5% | -50.8% |
| 3M | -43.6% | +5.0% | -48.6% | -44.7% |
| 6M | -16.8% | -36.6% | +19.8% | -8.2% |
| YTD | +7.9% | -56.6% | +64.5% | +27.4% |
| 1Y | -1.4% | -60.9% | +59.5% | +18.0% |
| All | +189.3% | +13.2% | +176.2% | +159.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling