+24.5%
ALAB vs TT
-6.5%
+31.0%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -1.7% | -2.8% | -2.6% |
| 7D | -24.9% | -8.5% | -16.4% | -17.0% |
| 30D | -38.4% | -12.8% | -25.6% | -28.1% |
| 3M | -38.3% | -12.9% | -25.4% | -28.1% |
| 6M | +10.9% | -15.2% | +26.2% | +33.9% |
| YTD | +34.2% | +6.2% | +28.0% | +36.5% |
| 1Y | +24.5% | -4.5% | +29.0% | +33.4% |
| All | +24.5% | -6.5% | +31.0% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 TT 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