-79.7%
TE vs ABCL
-21.8%
-57.9%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +6.7% | -3.2% | +0.6% |
| 7D | -12.6% | -3.2% | -9.4% | -10.9% |
| 30D | -36.7% | -7.4% | -29.3% | -34.3% |
| 3M | -57.5% | +81.9% | -139.4% | -69.3% |
| 6M | -55.2% | +135.7% | -190.9% | -72.0% |
| YTD | -64.7% | +247.4% | -312.0% | -82.2% |
| 1Y | -35.9% | +162.3% | -198.1% | -63.3% |
| 3Y | -31.8% | +165.5% | -197.3% | -65.0% |
| All | -79.7% | -21.8% | -57.9% | -83.4% |
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 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