-90.3%
TMF vs ABCL
-80.5%
-9.7%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.7% | -6.9% | -0.5% |
| 7D | +1.2% | -3.2% | +4.4% | +1.3% |
| 30D | +19.7% | -7.4% | +27.1% | +19.9% |
| 3M | -2.1% | +81.9% | -84.0% | -6.2% |
| 6M | -13.4% | +135.7% | -149.2% | -18.8% |
| YTD | -16.7% | +247.4% | -264.1% | -24.0% |
| 1Y | -23.3% | +162.3% | -185.6% | -29.0% |
| 3Y | -24.8% | +165.5% | -190.3% | -31.8% |
| 5Y | -88.0% | -21.3% | -66.8% | -88.9% |
| All | -90.3% | -80.5% | -9.7% | -91.0% |
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 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