+676.7%
TLN vs ABCL
+80.8%
+595.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.5% |
| 7D | +1.1% | +2.3% | -1.2% | +0.7% |
| 30D | -4.6% | -0.7% | -3.9% | -4.7% |
| 3M | +5.2% | +33.4% | -28.2% | -0.3% |
| 6M | -6.5% | +137.8% | -144.3% | -21.3% |
| YTD | -3.6% | +264.3% | -268.0% | -24.8% |
| 1Y | -8.2% | +209.2% | -217.4% | -26.7% |
| 3Y | +559.7% | +208.4% | +351.3% | +395.1% |
| All | +676.7% | +80.8% | +595.9% | +501.3% |
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 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