+59.2%
TGT vs ABCL
+156.0%
-96.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.7% | -6.4% | -0.2% |
| 7D | +2.6% | -3.2% | +5.8% | +2.7% |
| 30D | +5.0% | -7.4% | +12.4% | +5.2% |
| 3M | +8.5% | +81.9% | -73.4% | +2.5% |
| 6M | +23.8% | +135.7% | -111.9% | +12.6% |
| YTD | +66.5% | +247.4% | -180.8% | +43.1% |
| 1Y | +84.9% | +162.3% | -77.4% | +63.8% |
| 3Y | +59.2% | +165.5% | -106.3% | +26.4% |
| All | +59.2% | +156.0% | -96.8% | +26.4% |
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 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