+130.5%
TD vs ABCL
+189.1%
-58.6%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.8% | +2.4% | -0.2% |
| 7D | +0.6% | +4.4% | -3.8% | +0.3% |
| 30D | +5.0% | -7.9% | +12.8% | +5.3% |
| 3M | +1.1% | +12.2% | -11.1% | 0.0% |
| 6M | +16.5% | +134.7% | -118.3% | +8.7% |
| YTD | +34.3% | +239.8% | -205.5% | +21.3% |
| 1Y | +52.9% | +192.7% | -139.8% | +39.4% |
| All | +130.5% | +189.1% | -58.6% | +107.7% |
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