+54.9%
TMO vs ABCL
-79.6%
+134.4%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | +2.8% | +2.3% | +0.5% | +2.6% |
| 30D | +9.1% | -0.7% | +9.8% | +9.0% |
| 3M | +19.9% | +33.4% | -13.6% | +15.7% |
| 6M | +54.7% | +137.8% | -83.1% | +38.7% |
| YTD | +24.3% | +264.3% | -240.0% | +5.6% |
| 1Y | +25.0% | +209.2% | -184.1% | +7.9% |
| 3Y | +61.7% | +208.4% | -146.7% | +33.4% |
| 5Y | +16.2% | -11.9% | +28.1% | +2.6% |
| All | +54.9% | -79.6% | +134.4% | +41.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling