+417.4%
TPR vs ABCL
-80.5%
+497.9%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.7% | -7.8% | -1.8% |
| 7D | +14.2% | -3.2% | +17.4% | +14.3% |
| 30D | +17.1% | -7.4% | +24.5% | +17.5% |
| 3M | -17.7% | +81.9% | -99.6% | -25.8% |
| 6M | -10.2% | +135.7% | -145.9% | -23.2% |
| YTD | +4.9% | +247.4% | -242.5% | -16.4% |
| 1Y | +36.1% | +162.3% | -126.1% | +12.7% |
| 3Y | +416.5% | +165.5% | +251.0% | +302.9% |
| 5Y | +254.8% | -21.3% | +276.1% | +201.2% |
| All | +417.4% | -80.5% | +497.9% | +360.9% |
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