-25.8%
TE vs ABCL
+138.2%
-164.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.8% | -4.4% | -3.8% |
| 7D | +3.8% | -10.0% | +13.8% | +7.5% |
| 30D | -26.2% | -10.9% | -15.3% | -23.4% |
| 3M | -49.7% | +101.6% | -151.4% | -63.1% |
| 6M | -46.5% | +167.5% | -214.0% | -67.4% |
| YTD | -59.1% | +259.1% | -318.2% | -79.4% |
| 1Y | -25.8% | +152.2% | -178.0% | -55.5% |
| All | -25.8% | +138.2% | -164.0% | -55.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling