-19.2%
TNA vs ABCL
-39.9%
+20.7%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.4% | -1.3% |
| 7D | +4.1% | +1.4% | +2.7% | +3.4% |
| 30D | -7.6% | +65.1% | -72.7% | -30.6% |
| 3M | +8.1% | +111.1% | -103.0% | -30.6% |
| 6M | +49.0% | +231.6% | -182.6% | -25.6% |
| YTD | +51.7% | +234.5% | -182.8% | -26.5% |
| 1Y | +59.6% | +174.3% | -114.7% | -16.8% |
| 3Y | +118.9% | +111.5% | +7.4% | +16.2% |
| 5Y | -19.2% | -37.3% | +18.1% | -38.7% |
| All | -19.2% | -39.9% | +20.7% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling