+1.3%
TAP vs ABCL
-80.5%
+81.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.7% | -11.2% | -4.5% |
| 7D | +0.5% | -3.2% | +3.7% | +0.5% |
| 30D | +9.1% | -7.4% | +16.6% | +9.2% |
| 3M | -3.8% | +81.9% | -85.7% | -4.2% |
| 6M | -3.4% | +135.7% | -139.2% | -4.4% |
| YTD | -10.6% | +247.4% | -258.0% | -12.1% |
| 1Y | -4.4% | +162.3% | -166.7% | -5.6% |
| 3Y | -24.4% | +165.5% | -189.8% | -26.4% |
| 5Y | +2.1% | -21.3% | +23.4% | -0.6% |
| All | +1.3% | -80.5% | +81.8% | +3.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling