+32.3%
TMO vs ABCL
-81.3%
+113.5%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.5% | -0.6% |
| 7D | -1.4% | +0.7% | -2.1% | -1.4% |
| 30D | +6.2% | +93.1% | -86.9% | -1.5% |
| 3M | +27.5% | +79.4% | -52.0% | +18.4% |
| 6M | +20.0% | +214.9% | -194.9% | +4.4% |
| YTD | +6.1% | +234.2% | -228.1% | -8.7% |
| 1Y | +25.8% | +174.8% | -148.9% | +9.8% |
| 3Y | +11.2% | +104.5% | -93.3% | -4.5% |
| 5Y | +9.6% | -39.0% | +48.6% | -1.3% |
| All | +32.3% | -81.3% | +113.5% | +22.3% |
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 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