+422.7%
TPR vs ABCL
-81.8%
+504.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -9.4% | +16.4% | +8.2% |
| 7D | +13.9% | -14.9% | +28.8% | +15.7% |
| 30D | +14.9% | -15.4% | +30.3% | +16.6% |
| 3M | -15.4% | +88.0% | -103.4% | -24.2% |
| 6M | -4.5% | +138.8% | -143.3% | -18.6% |
| YTD | +6.0% | +225.4% | -219.4% | -14.8% |
| 1Y | +24.3% | +137.3% | -113.0% | +4.3% |
| 3Y | +412.8% | +136.8% | +276.0% | +306.2% |
| 5Y | +258.4% | -26.2% | +284.7% | +206.7% |
| All | +422.7% | -81.8% | +504.5% | +369.4% |
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