+67.1%
TDY vs ABCL
-81.0%
+148.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | -0.4% |
| 7D | +9.4% | +4.4% | +5.0% | +9.1% |
| 30D | +5.9% | -7.9% | +13.8% | +6.4% |
| 3M | -5.7% | +12.2% | -17.9% | -6.8% |
| 6M | +2.4% | +134.7% | -132.3% | -4.7% |
| YTD | +26.8% | +239.8% | -213.0% | +14.2% |
| 1Y | +24.7% | +192.7% | -168.0% | +13.3% |
| 3Y | +69.2% | +187.6% | -118.5% | +49.3% |
| 5Y | +45.7% | -22.6% | +68.4% | +33.4% |
| All | +67.1% | -81.0% | +148.1% | +55.6% |
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 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