+708.6%
TLN vs ABCL
+66.8%
+641.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.1% | -1.6% | -2.6% |
| 7D | +11.0% | -3.3% | +14.3% | +11.6% |
| 30D | +4.9% | -7.1% | +12.0% | +5.9% |
| 3M | +4.9% | +4.7% | +0.2% | +3.3% |
| 6M | +7.1% | +140.9% | -133.8% | -10.0% |
| YTD | +0.3% | +236.0% | -235.7% | -20.7% |
| 1Y | +5.9% | +217.4% | -211.5% | -15.6% |
| 3Y | +578.5% | +188.7% | +389.8% | +415.4% |
| All | +708.6% | +66.8% | +641.9% | +534.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling