+240.4%
TPR vs ABCL
-41.3%
+281.7%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.2% |
| 7D | -2.3% | +0.7% | -3.0% | -2.4% |
| 30D | -23.0% | +93.1% | -116.0% | -32.0% |
| 3M | -12.5% | +79.4% | -91.9% | -22.7% |
| 6M | -21.4% | +214.9% | -236.3% | -37.8% |
| YTD | -3.5% | +234.2% | -237.7% | -25.6% |
| 1Y | +17.4% | +174.8% | -157.4% | -7.7% |
| 3Y | +291.3% | +104.5% | +186.8% | +207.2% |
| All | +240.4% | -41.3% | +281.7% | +181.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling