+257.6%
ALAB vs TT
+44.0%
+213.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -1.0% |
| 7D | +16.3% | +4.0% | +12.3% | +11.7% |
| 30D | -26.1% | -11.3% | -14.8% | -14.3% |
| 3M | -31.3% | -12.3% | -19.0% | -18.9% |
| 6M | -1.0% | -10.8% | +9.8% | +15.3% |
| YTD | +33.3% | +8.2% | +25.2% | +25.9% |
| 1Y | +53.5% | +1.5% | +52.1% | +55.2% |
| All | +257.6% | +44.0% | +213.6% | +151.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling