+4.3%
TAP vs ABCL
-41.3%
+45.5%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.1% |
| 3M | +6.6% | +79.4% | -72.8% | +5.6% |
| 6M | -11.5% | +214.9% | -226.4% | -13.7% |
| YTD | -10.3% | +234.2% | -244.5% | -12.8% |
| 1Y | -14.4% | +174.8% | -189.1% | -16.7% |
| 3Y | -28.3% | +104.5% | -132.8% | -30.9% |
| All | +4.3% | -41.3% | +45.5% | -0.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling