-84.3%
TE vs ABCL
-26.2%
-58.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -1.9% | -2.6% |
| 7D | -19.1% | -3.3% | -15.8% | -18.0% |
| 30D | -34.1% | -7.1% | -27.0% | -31.8% |
| 3M | -60.1% | +4.7% | -64.9% | -61.3% |
| 6M | -66.0% | +140.9% | -206.8% | -79.0% |
| YTD | -71.4% | +236.0% | -307.4% | -85.3% |
| 1Y | -45.3% | +217.4% | -262.7% | -71.1% |
| 3Y | +9.1% | +188.7% | -179.6% | -45.9% |
| All | -84.3% | -26.2% | -58.1% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling