-37.5%
TLT vs ABCL
-81.3%
+43.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.2% |
| 7D | -0.4% | +0.7% | -1.1% | -0.4% |
| 30D | -0.6% | +93.1% | -93.6% | -2.0% |
| 3M | -2.7% | +79.4% | -82.2% | -4.1% |
| 6M | -5.6% | +214.9% | -220.5% | -8.1% |
| YTD | -2.8% | +234.2% | -237.0% | -5.5% |
| 1Y | -1.4% | +174.8% | -176.2% | -4.0% |
| 3Y | -1.6% | +104.5% | -106.1% | -4.6% |
| 5Y | -33.8% | -39.0% | +5.2% | -35.4% |
| All | -37.5% | -81.3% | +43.7% | -39.2% |
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