+128.3%
TDG vs ABCL
-16.0%
+144.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -4.1% | +5.7% | +1.9% |
| 7D | +2.3% | -2.7% | +5.0% | +2.4% |
| 30D | +11.2% | -5.4% | +16.6% | +11.3% |
| 3M | +0.2% | +22.4% | -22.2% | -1.9% |
| 6M | +3.9% | +127.6% | -123.8% | -4.3% |
| YTD | -6.4% | +249.4% | -255.8% | -17.2% |
| 1Y | -3.8% | +198.0% | -201.8% | -14.0% |
| 3Y | +46.8% | +195.8% | -149.0% | +24.9% |
| 5Y | +128.3% | -20.6% | +148.9% | +123.7% |
| All | +128.3% | -16.0% | +144.2% | +123.7% |
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 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