-17.3%
TLN vs ABCL
+138.2%
-155.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.5% | +0.8% | -9.4% | -8.7% |
| 7D | -6.0% | -10.0% | +3.9% | -4.3% |
| 30D | -1.5% | -10.9% | +9.4% | +0.1% |
| 3M | -3.9% | +101.6% | -105.5% | -18.6% |
| 6M | -15.0% | +167.5% | -182.6% | -35.2% |
| YTD | -12.8% | +259.1% | -271.9% | -38.8% |
| 1Y | -17.3% | +152.2% | -169.5% | -36.8% |
| All | -17.3% | +138.2% | -155.5% | -36.8% |
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