+34.0%
TRI vs ABCL
-81.9%
+115.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.4% | +1.6% | -1.7% |
| 7D | -8.4% | -2.7% | -5.7% | -8.3% |
| 30D | -6.5% | +18.3% | -24.8% | -7.4% |
| 3M | +18.6% | +108.5% | -89.9% | +13.3% |
| 6M | -10.4% | +213.9% | -224.4% | -16.4% |
| YTD | -23.7% | +223.1% | -246.8% | -29.1% |
| 1Y | -42.5% | +160.6% | -203.1% | -46.2% |
| 3Y | -19.3% | +104.3% | -123.5% | -25.1% |
| 5Y | -9.7% | -40.0% | +30.4% | -14.1% |
| All | +34.0% | -81.9% | +115.9% | +27.1% |
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