+101.4%
TD vs ABCL
-26.2%
+127.6%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.1% | 0.0% |
| 7D | +1.1% | -3.3% | +4.4% | +1.3% |
| 30D | +5.2% | -7.1% | +12.3% | +5.5% |
| 3M | +1.2% | +4.7% | -3.5% | +0.4% |
| 6M | +17.7% | +140.9% | -123.1% | +8.6% |
| YTD | +34.2% | +236.0% | -201.7% | +19.7% |
| 1Y | +55.4% | +217.4% | -162.0% | +39.1% |
| 3Y | +130.4% | +188.7% | -58.3% | +101.1% |
| All | +101.4% | -26.2% | +127.6% | +89.2% |
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