+132.3%
TDG vs ABCL
-81.3%
+213.6%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.4% |
| 7D | -2.0% | +0.7% | -2.7% | -2.1% |
| 30D | -7.4% | +93.1% | -100.5% | -11.1% |
| 3M | -5.4% | +79.4% | -84.8% | -9.1% |
| 6M | -11.6% | +214.9% | -226.5% | -18.0% |
| YTD | -12.6% | +234.2% | -246.8% | -19.5% |
| 1Y | -9.3% | +174.8% | -184.1% | -16.1% |
| 3Y | +49.2% | +104.5% | -55.3% | +37.1% |
| 5Y | +132.1% | -39.0% | +171.2% | +118.8% |
| All | +132.3% | -81.3% | +213.6% | +126.0% |
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