+51.1%
TRI vs ABCL
-81.2%
+132.2%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.2% | +0.1% |
| 7D | -2.9% | -3.3% | +0.4% | -2.8% |
| 30D | +3.7% | -7.1% | +10.8% | +3.8% |
| 3M | +3.7% | +4.7% | -1.0% | +2.9% |
| 6M | +35.1% | +140.9% | -105.8% | +27.5% |
| YTD | -14.0% | +236.0% | -250.0% | -20.6% |
| 1Y | -19.0% | +217.4% | -236.4% | -25.0% |
| 3Y | -12.0% | +188.7% | -200.7% | -20.0% |
| 5Y | +0.6% | -23.5% | +24.2% | -5.0% |
| All | +51.1% | -81.2% | +132.2% | +42.3% |
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