+14.2%
TNA vs ABCL
-81.9%
+96.0%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.4% | -0.7% | -2.8% |
| 7D | -3.6% | -2.7% | -0.9% | -2.5% |
| 30D | -10.1% | +18.3% | -28.4% | -16.9% |
| 3M | +2.7% | +108.5% | -105.8% | -29.4% |
| 6M | +38.4% | +213.9% | -175.5% | -21.6% |
| YTD | +45.4% | +223.1% | -177.7% | -20.1% |
| 1Y | +55.9% | +160.6% | -104.7% | -7.8% |
| 3Y | +109.8% | +104.3% | +5.6% | +24.8% |
| 5Y | -22.5% | -40.0% | +17.5% | -37.3% |
| All | +14.2% | -81.9% | +96.0% | +9.8% |
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