-24.4%
TAP vs ABCL
+156.0%
-180.4%
-42.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +6.7% | -11.2% | -4.4% |
| 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% | -3.8% |
| 6M | -3.4% | +135.7% | -139.2% | -3.9% |
| YTD | -10.6% | +247.4% | -258.0% | -11.9% |
| 1Y | -4.4% | +162.3% | -166.7% | -5.0% |
| 3Y | -24.4% | +165.5% | -189.8% | -25.7% |
| All | -24.4% | +156.0% | -180.4% | -25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling