-91.2%
TMF vs ABCL
-81.2%
-10.0%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.2% | -1.3% |
| 7D | -9.3% | -3.3% | -6.0% | -9.1% |
| 30D | +1.9% | -7.1% | +9.0% | +2.1% |
| 3M | -11.2% | +4.7% | -16.0% | -11.9% |
| 6M | -17.7% | +140.9% | -158.6% | -22.9% |
| YTD | -24.5% | +236.0% | -260.4% | -30.9% |
| 1Y | -29.4% | +217.4% | -246.8% | -35.3% |
| 3Y | -33.4% | +188.7% | -222.1% | -39.8% |
| 5Y | -88.7% | -23.5% | -65.2% | -89.5% |
| All | -91.2% | -81.2% | -10.0% | -91.9% |
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 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