+55.8%
TDY vs ABCL
-82.1%
+138.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | +1.0% |
| 7D | -1.1% | -4.7% | +3.6% | -0.8% |
| 30D | -12.0% | +5.2% | -17.2% | -12.5% |
| 3M | -3.2% | +106.6% | -109.8% | -8.7% |
| 6M | -7.9% | +198.4% | -206.2% | -15.7% |
| YTD | +18.2% | +218.4% | -200.2% | +7.2% |
| 1Y | +6.7% | +136.2% | -129.6% | -1.9% |
| 3Y | +47.5% | +103.2% | -55.6% | +33.0% |
| 5Y | +39.5% | -42.7% | +82.2% | +28.4% |
| All | +55.8% | -82.1% | +138.0% | +46.1% |
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