+20.7%
TNA vs ABCL
-81.3%
+101.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.9% | +1.2% |
| 7D | -0.1% | +0.7% | -0.8% | -0.4% |
| 30D | -4.9% | +93.1% | -98.0% | -30.8% |
| 3M | +0.4% | +79.4% | -79.1% | -26.3% |
| 6M | +32.5% | +214.9% | -182.3% | -24.8% |
| YTD | +53.7% | +234.2% | -180.5% | -16.7% |
| 1Y | +65.1% | +174.8% | -109.6% | -4.6% |
| 3Y | +98.4% | +104.5% | -6.0% | +17.9% |
| 5Y | -22.5% | -39.0% | +16.5% | -38.0% |
| All | +20.7% | -81.3% | +101.9% | +14.5% |
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 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