+400.4%
ALAB vs TT
+54.0%
+346.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.6% | +9.1% | +9.1% |
| 7D | +7.2% | -0.2% | +7.5% | +7.6% |
| 30D | -2.5% | -7.4% | +4.9% | +5.7% |
| 3M | -13.3% | -3.2% | -10.1% | -9.5% |
| 6M | +172.8% | +1.1% | +171.7% | +171.5% |
| YTD | +86.6% | +15.6% | +71.0% | +60.0% |
| 1Y | +65.2% | +9.2% | +56.0% | +49.3% |
| All | +400.4% | +54.0% | +346.4% | +219.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling