+178.2%
TD vs ABCL
-79.5%
+257.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +5.2% | -3.7% | +1.2% |
| 7D | -0.6% | +12.4% | -13.0% | -1.3% |
| 30D | +7.9% | -0.4% | +8.3% | +7.8% |
| 3M | +3.1% | +80.4% | -77.2% | -0.9% |
| 6M | +17.2% | +138.5% | -121.4% | +10.0% |
| YTD | +34.7% | +265.5% | -230.7% | +22.7% |
| 1Y | +56.9% | +219.7% | -162.8% | +43.9% |
| 3Y | +134.7% | +209.4% | -74.7% | +110.6% |
| 5Y | +104.8% | -15.0% | +119.8% | +90.6% |
| All | +178.2% | -79.5% | +257.7% | +163.0% |
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