-11.4%
TAP vs ABCL
+213.9%
-225.3%
-31.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -4.5% | +2.3% | -6.8% | -4.3% |
| 30D | +7.5% | -0.7% | +8.2% | +7.9% |
| 3M | -4.9% | +33.4% | -38.3% | -2.8% |
| 6M | -3.5% | +137.8% | -141.3% | +1.7% |
| YTD | -11.4% | +264.3% | -275.7% | -3.5% |
| All | -11.4% | +213.9% | -225.3% | -4.3% |
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