+125.1%
TDG vs ABCL
-81.9%
+206.9%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.5% |
| 7D | -2.4% | -2.7% | +0.3% | -2.3% |
| 30D | -8.0% | +18.3% | -26.3% | -9.0% |
| 3M | -10.5% | +108.5% | -119.0% | -14.6% |
| 6M | -11.9% | +213.9% | -225.8% | -18.2% |
| YTD | -15.4% | +223.1% | -238.5% | -21.8% |
| 1Y | -14.2% | +160.6% | -174.8% | -20.3% |
| 3Y | +51.0% | +104.3% | -53.2% | +38.8% |
| 5Y | +126.5% | -40.0% | +166.5% | +113.8% |
| All | +125.1% | -81.9% | +206.9% | +119.3% |
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