-38.3%
TLT vs ABCL
-79.6%
+41.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | -0.3% | +2.3% | -2.6% | -0.3% |
| 30D | +3.7% | -0.7% | +4.4% | +3.7% |
| 3M | -0.7% | +33.4% | -34.1% | -1.4% |
| 6M | -4.2% | +137.8% | -142.0% | -6.2% |
| YTD | -4.0% | +264.3% | -268.3% | -6.9% |
| 1Y | -5.8% | +209.2% | -215.0% | -8.5% |
| 3Y | +4.1% | +208.4% | -204.3% | +0.5% |
| 5Y | -34.8% | -11.9% | -22.9% | -36.5% |
| All | -38.3% | -79.6% | +41.3% | -40.2% |
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 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