-14.4%
TAP vs ABCL
+186.8%
-201.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -2.3% | +0.7% | -3.0% | -2.3% |
| 30D | -2.1% | +93.1% | -95.2% | +2.1% |
| 3M | +6.6% | +79.4% | -72.8% | +11.4% |
| 6M | -11.5% | +214.9% | -226.4% | -4.6% |
| YTD | -10.3% | +234.2% | -244.5% | -2.2% |
| 1Y | -14.4% | +174.8% | -189.1% | -11.1% |
| All | -14.4% | +186.8% | -201.2% | -11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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