-49.4%
TE vs ABCL
-81.2%
+31.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | +0.1% | +9.9% | +10.0% |
| 7D | +18.2% | +1.4% | +16.8% | +17.7% |
| 30D | -13.5% | +65.1% | -78.6% | -30.4% |
| 3M | -44.6% | +111.1% | -155.6% | -59.7% |
| 6M | -24.7% | +231.6% | -256.3% | -53.6% |
| YTD | -24.3% | +234.5% | -258.8% | -54.2% |
| 1Y | +155.6% | +174.3% | -18.8% | +63.2% |
| 3Y | -18.3% | +111.5% | -129.7% | -47.5% |
| 5Y | -41.3% | -37.3% | -4.0% | -56.4% |
| All | -49.4% | -81.2% | +31.8% | -60.1% |
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