+135.5%
TDG vs ABCL
-39.9%
+175.4%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.1% | -1.5% | -1.5% |
| 7D | -0.9% | +1.4% | -2.3% | -1.0% |
| 30D | -6.5% | +65.1% | -71.6% | -10.0% |
| 3M | -5.1% | +111.1% | -116.1% | -10.5% |
| 6M | -11.5% | +231.6% | -243.1% | -19.5% |
| YTD | -13.9% | +234.5% | -248.4% | -22.1% |
| 1Y | -11.5% | +174.3% | -185.8% | -19.4% |
| 3Y | +53.7% | +111.5% | -57.8% | +38.7% |
| 5Y | +135.5% | -37.3% | +172.8% | +113.5% |
| All | +135.5% | -39.9% | +175.4% | +113.5% |
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