-24.3%
TMF vs ABCL
+138.2%
-162.5%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.8% | +1.6% | +2.4% |
| 7D | +4.0% | -10.0% | +13.9% | +4.5% |
| 30D | +19.5% | -10.9% | +30.3% | +20.1% |
| 3M | -3.5% | +101.6% | -105.2% | -8.6% |
| 6M | -10.6% | +167.5% | -178.1% | -18.1% |
| YTD | -17.1% | +259.1% | -276.1% | -25.3% |
| 1Y | -24.3% | +152.2% | -176.4% | -28.9% |
| All | -24.3% | +138.2% | -162.5% | -28.9% |
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