+731.6%
TLN vs ABCL
+68.7%
+662.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.8% | +4.9% | +2.6% |
| 7D | +22.3% | +4.4% | +17.9% | +21.4% |
| 30D | +1.2% | -7.9% | +9.0% | +2.3% |
| 3M | +5.9% | +12.2% | -6.3% | +3.1% |
| 6M | +3.2% | +134.7% | -131.5% | -12.9% |
| YTD | +3.2% | +239.8% | -236.6% | -18.6% |
| 1Y | +5.2% | +192.7% | -187.5% | -15.2% |
| 3Y | +606.3% | +187.6% | +418.6% | +435.8% |
| All | +731.6% | +68.7% | +662.9% | +550.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling