-31.8%
TE vs ABCL
+156.0%
-187.8%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.7% | -3.2% | +0.5% |
| 7D | -12.6% | -3.2% | -9.4% | -10.9% |
| 30D | -36.7% | -7.4% | -29.3% | -34.2% |
| 3M | -57.5% | +81.9% | -139.4% | -69.5% |
| 6M | -55.2% | +135.7% | -190.9% | -72.6% |
| YTD | -64.7% | +247.4% | -312.0% | -82.9% |
| 1Y | -35.9% | +162.3% | -198.1% | -64.5% |
| 3Y | -31.8% | +165.5% | -197.3% | -64.0% |
| All | -31.8% | +156.0% | -187.8% | -64.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling