+428.4%
TPR vs ABCL
-79.6%
+508.0%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +12.1% | +2.3% | +9.8% | +11.6% |
| 30D | +16.7% | -0.7% | +17.3% | +16.1% |
| 3M | -17.4% | +33.4% | -50.8% | -21.7% |
| 6M | +2.3% | +137.8% | -135.5% | -12.6% |
| YTD | +7.1% | +264.3% | -257.2% | -15.1% |
| 1Y | +29.5% | +209.2% | -179.7% | +5.0% |
| 3Y | +415.0% | +208.4% | +206.6% | +293.6% |
| 5Y | +261.5% | -11.9% | +273.4% | +204.6% |
| All | +428.4% | -79.6% | +508.0% | +368.1% |
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