+256.1%
TPR vs ABCL
-21.8%
+277.9%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +6.7% | -7.8% | -2.0% |
| 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% | -27.6% |
| 6M | -10.2% | +135.7% | -145.9% | -26.2% |
| YTD | +4.9% | +247.4% | -242.5% | -21.3% |
| 1Y | +36.1% | +162.3% | -126.1% | +7.3% |
| 3Y | +416.5% | +165.5% | +251.0% | +276.1% |
| All | +256.1% | -21.8% | +277.9% | +194.9% |
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 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