+419.5%
TPR vs ABCL
-80.4%
+499.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -1.2% |
| 7D | +6.4% | -2.7% | +9.1% | +6.6% |
| 30D | +13.8% | -5.4% | +19.2% | +13.9% |
| 3M | -16.6% | +22.4% | -39.1% | -20.1% |
| 6M | +0.7% | +127.6% | -127.0% | -13.5% |
| YTD | +5.3% | +249.4% | -244.1% | -16.1% |
| 1Y | +32.4% | +198.0% | -165.6% | +7.8% |
| 3Y | +406.4% | +195.8% | +210.6% | +288.8% |
| 5Y | +227.9% | -20.6% | +248.5% | +178.3% |
| All | +419.5% | -80.4% | +499.9% | +362.4% |
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