+112.8%
TNA vs ABCL
+156.0%
-43.2%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.7% | -4.0% | +0.1% |
| 7D | -7.0% | -3.2% | -3.8% | -5.9% |
| 30D | -6.4% | -7.4% | +1.0% | -4.2% |
| 3M | -25.7% | +81.9% | -107.6% | -45.5% |
| 6M | -19.7% | +135.7% | -155.4% | -50.4% |
| YTD | +18.3% | +247.4% | -229.1% | -40.9% |
| 1Y | +24.6% | +162.3% | -137.7% | -29.2% |
| 3Y | +112.8% | +165.5% | -52.6% | +9.5% |
| All | +112.8% | +156.0% | -43.2% | +9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling