-3.7%
TNA vs ABCL
-81.2%
+77.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.6% |
| 7D | +3.7% | -3.3% | +7.0% | +5.2% |
| 30D | +4.4% | -7.1% | +11.5% | +6.9% |
| 3M | -26.7% | +4.7% | -31.4% | -29.8% |
| 6M | -12.8% | +140.9% | -153.7% | -45.2% |
| YTD | +22.7% | +236.0% | -213.3% | -34.6% |
| 1Y | +35.7% | +217.4% | -181.7% | -25.8% |
| 3Y | +134.6% | +188.7% | -54.1% | +20.3% |
| 5Y | -46.0% | -23.5% | -22.5% | -58.6% |
| All | -3.7% | -81.2% | +77.4% | -10.2% |
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