+57.6%
TDY vs ABCL
-81.3%
+138.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.5% |
| 7D | -1.8% | +0.7% | -2.5% | -1.9% |
| 30D | -10.7% | +93.1% | -103.8% | -15.0% |
| 3M | -1.3% | +79.4% | -80.7% | -6.0% |
| 6M | -10.6% | +214.9% | -225.4% | -18.5% |
| YTD | +19.6% | +234.2% | -214.6% | +8.1% |
| 1Y | +11.6% | +174.8% | -163.1% | +1.7% |
| 3Y | +45.2% | +104.5% | -59.3% | +30.9% |
| 5Y | +36.1% | -39.0% | +75.1% | +24.9% |
| All | +57.6% | -81.3% | +138.8% | +47.3% |
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