-88.0%
TMF vs ABCL
-30.0%
-58.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.4% | +9.9% | +1.2% |
| 7D | +2.7% | -14.9% | +17.6% | +3.8% |
| 30D | +19.3% | -15.4% | +34.7% | +20.4% |
| 3M | -3.7% | +88.0% | -91.7% | -9.4% |
| 6M | -11.3% | +138.8% | -150.2% | -18.8% |
| YTD | -16.6% | +225.4% | -242.0% | -25.9% |
| 1Y | -21.1% | +137.3% | -158.4% | -28.3% |
| 3Y | -26.8% | +136.8% | -163.6% | -35.2% |
| 5Y | -88.0% | -26.2% | -61.8% | -88.6% |
| All | -88.0% | -30.0% | -58.0% | -88.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling