+207.4%
ALAB vs TT
+38.4%
+169.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +2.4% | +3.9% | +3.6% |
| 7D | -26.3% | -2.0% | -24.3% | -23.8% |
| 30D | -50.1% | -14.0% | -36.1% | -40.3% |
| 3M | -42.5% | -15.9% | -26.6% | -29.2% |
| 6M | -10.8% | -17.3% | +6.5% | +12.5% |
| YTD | +14.6% | +4.0% | +10.7% | +12.7% |
| 1Y | +17.1% | -7.1% | +24.2% | +30.3% |
| All | +207.4% | +38.4% | +169.0% | +125.1% |
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