-77.1%
TE vs ABCL
-79.5%
+2.4%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.2% | -8.2% | -4.8% |
| 7D | -10.5% | +12.4% | -23.0% | -13.8% |
| 30D | -32.4% | -0.4% | -32.1% | -32.1% |
| 3M | -60.9% | +80.4% | -141.2% | -69.5% |
| 6M | -62.8% | +138.5% | -201.4% | -74.2% |
| YTD | -65.7% | +265.5% | -331.2% | -80.0% |
| 1Y | -39.9% | +219.7% | -259.6% | -63.0% |
| 3Y | +10.6% | +209.4% | -198.8% | -35.9% |
| 5Y | -79.7% | -15.0% | -64.6% | -85.5% |
| All | -77.1% | -79.5% | +2.4% | -82.5% |
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 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