+17.5%
TMO vs ABCL
+105.4%
-87.9%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.1% | -1.8% | -1.8% |
| 7D | +0.4% | +1.4% | -1.0% | +0.3% |
| 30D | +1.5% | +65.1% | -63.6% | -4.7% |
| 3M | +28.5% | +111.1% | -82.5% | +16.3% |
| 6M | +20.4% | +231.6% | -211.2% | +2.3% |
| YTD | +4.3% | +234.5% | -230.2% | -12.0% |
| 1Y | +24.1% | +174.3% | -150.2% | +6.5% |
| 3Y | +17.5% | +111.5% | -94.0% | -2.7% |
| All | +17.5% | +105.4% | -87.9% | -2.7% |
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