+45.5%
TDY vs ABCL
+103.9%
-58.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.4% | +1.8% | -1.4% |
| 7D | -1.8% | -2.7% | +0.9% | -1.6% |
| 30D | -13.8% | +18.3% | -32.1% | -15.0% |
| 3M | -3.9% | +108.5% | -112.4% | -10.3% |
| 6M | -9.0% | +213.9% | -222.9% | -18.6% |
| YTD | +16.5% | +223.1% | -206.6% | +3.5% |
| 1Y | +9.3% | +160.6% | -151.3% | -2.0% |
| All | +45.5% | +103.9% | -58.4% | +29.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling