+30.0%
TMO vs ABCL
-82.9%
+112.8%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -5.3% | +4.9% | +0.1% |
| 7D | -2.5% | -9.6% | +7.1% | -1.5% |
| 30D | -0.3% | +7.2% | -7.5% | -1.3% |
| 3M | +25.3% | +105.5% | -80.2% | +14.7% |
| 6M | +20.9% | +193.0% | -172.1% | +5.9% |
| YTD | +4.3% | +205.8% | -201.5% | -9.5% |
| 1Y | +27.0% | +144.4% | -117.4% | +12.1% |
| 3Y | +17.5% | +93.3% | -75.8% | +1.5% |
| 5Y | +6.9% | -44.9% | +51.9% | -2.8% |
| All | +30.0% | -82.9% | +112.8% | +21.3% |
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 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