+8.0%
TMO vs ABCL
-39.4%
+47.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.9% | +0.8% |
| 7D | -0.5% | -2.7% | +2.3% | -0.1% |
| 30D | +1.0% | +18.3% | -17.3% | -1.4% |
| 3M | +22.7% | +108.5% | -85.8% | +10.0% |
| 6M | +19.0% | +213.9% | -194.9% | +0.3% |
| YTD | +4.7% | +223.1% | -218.4% | -12.7% |
| 1Y | +26.0% | +160.6% | -134.6% | +7.1% |
| 3Y | +18.0% | +104.3% | -86.3% | -1.7% |
| 5Y | +8.0% | -40.0% | +48.0% | -0.5% |
| All | +8.0% | -39.4% | +47.4% | -0.5% |
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