+174.1%
TD vs ABCL
-80.5%
+254.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.7% | -7.3% | -0.9% |
| 7D | -1.7% | -3.2% | +1.5% | -1.6% |
| 30D | +8.2% | -7.4% | +15.6% | +8.5% |
| 3M | +1.7% | +81.9% | -80.2% | -2.3% |
| 6M | +14.2% | +135.7% | -121.5% | +7.3% |
| YTD | +32.8% | +247.4% | -214.6% | +21.2% |
| 1Y | +55.5% | +162.3% | -106.8% | +44.1% |
| 3Y | +129.6% | +165.5% | -35.8% | +107.7% |
| 5Y | +102.2% | -21.3% | +123.5% | +88.8% |
| All | +174.1% | -80.5% | +254.6% | +159.8% |
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 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