-12.3%
TLN vs ABCL
+152.2%
-164.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +6.7% | +0.3% | +5.7% |
| 7D | -1.3% | -3.2% | +1.9% | -0.8% |
| 30D | -10.5% | -7.4% | -3.1% | -9.4% |
| 3M | +0.1% | +81.9% | -81.8% | -13.1% |
| 6M | -17.4% | +135.7% | -153.1% | -35.1% |
| YTD | -9.7% | +247.4% | -257.0% | -36.1% |
| 1Y | -12.3% | +162.3% | -174.5% | -33.6% |
| All | -12.3% | +152.2% | -164.5% | -33.6% |
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