+155.6%
TE vs ABCL
+171.1%
-15.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -29.9% |
| 3M | -44.6% | +111.1% | -155.6% | -60.9% |
| 6M | -24.7% | +231.6% | -256.3% | -56.6% |
| YTD | -24.3% | +234.5% | -258.8% | -58.0% |
| 1Y | +155.6% | +174.3% | -18.8% | +63.4% |
| All | +155.6% | +171.1% | -15.5% | +63.4% |
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