+170.5%
TD vs ABCL
-81.3%
+251.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | +0.3% | +0.7% | -0.4% | +0.3% |
| 30D | +0.4% | +93.1% | -92.7% | -3.7% |
| 3M | +7.6% | +79.4% | -71.8% | +3.3% |
| 6M | +25.0% | +214.9% | -189.9% | +15.5% |
| YTD | +31.0% | +234.2% | -203.2% | +20.2% |
| 1Y | +65.2% | +174.8% | -109.6% | +52.6% |
| 3Y | +122.5% | +104.5% | +18.0% | +104.1% |
| 5Y | +124.8% | -39.0% | +163.8% | +111.1% |
| All | +170.5% | -81.3% | +251.7% | +157.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling