+479.0%
TLN vs ABCL
+104.5%
+374.5%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.2% | +5.0% | +4.0% |
| 7D | +7.1% | +0.7% | +6.4% | +6.9% |
| 30D | -3.9% | +93.1% | -97.0% | -15.0% |
| 3M | -16.2% | +79.4% | -95.6% | -25.5% |
| 6M | -5.8% | +214.9% | -220.7% | -24.3% |
| YTD | -15.4% | +234.2% | -249.6% | -33.3% |
| 1Y | -16.7% | +174.8% | -191.4% | -32.7% |
| All | +479.0% | +104.5% | +374.5% | +338.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling