-49.1%
TE vs ABCL
+199.8%
-248.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.2% | -8.2% | -5.0% |
| 7D | -10.5% | +12.4% | -23.0% | -14.1% |
| 30D | -32.4% | -0.4% | -32.1% | -32.2% |
| 3M | -60.9% | +80.4% | -141.2% | -69.8% |
| 6M | -62.8% | +138.5% | -201.4% | -76.7% |
| YTD | -65.7% | +265.5% | -331.2% | -83.9% |
| All | -49.1% | +199.8% | -248.9% | -72.0% |
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