+628.3%
TLN vs ABCL
+72.4%
+555.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.7% | +0.3% | +6.0% |
| 7D | -1.3% | -3.2% | +1.9% | -0.9% |
| 30D | -10.5% | -7.4% | -3.1% | -9.5% |
| 3M | +0.1% | +81.9% | -81.8% | -10.6% |
| 6M | -17.4% | +135.7% | -153.1% | -30.4% |
| YTD | -9.7% | +247.4% | -257.0% | -29.0% |
| 1Y | -12.3% | +162.3% | -174.5% | -28.4% |
| 3Y | +528.3% | +165.5% | +362.8% | +376.6% |
| All | +628.3% | +72.4% | +555.8% | +468.0% |
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