-40.9%
TMF vs ABCL
+104.5%
-145.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -1.4% | +0.7% | -2.1% | -1.5% |
| 30D | -2.8% | +93.1% | -95.9% | -9.3% |
| 3M | -10.9% | +79.4% | -90.3% | -16.6% |
| 6M | -21.3% | +214.9% | -236.2% | -30.9% |
| YTD | -15.9% | +234.2% | -250.1% | -27.0% |
| 1Y | -15.7% | +174.8% | -190.5% | -26.4% |
| All | -40.9% | +104.5% | -145.4% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling