+43.6%
ALAB vs TT
+8.8%
+34.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.8% | +8.9% | +9.0% |
| 7D | +7.2% | 0.0% | +7.2% | +7.3% |
| 30D | -2.5% | -7.2% | +4.6% | +4.3% |
| 3M | -13.3% | -3.0% | -10.3% | -9.7% |
| 6M | +172.8% | +1.4% | +171.5% | +172.0% |
| YTD | +86.6% | +15.9% | +70.7% | +75.1% |
| All | +43.6% | +8.8% | +34.9% | +39.7% |
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