-17.8%
TRI vs ABCL
+105.4%
-123.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.6% | -6.5% |
| 7D | -7.1% | +1.4% | -8.5% | -7.1% |
| 30D | -2.3% | +65.1% | -67.4% | -5.4% |
| 3M | +19.6% | +111.1% | -91.5% | +13.9% |
| 6M | -8.7% | +231.6% | -240.3% | -15.2% |
| YTD | -22.3% | +234.5% | -256.8% | -28.1% |
| 1Y | -40.7% | +174.3% | -215.0% | -44.8% |
| 3Y | -17.8% | +111.5% | -129.2% | -23.0% |
| All | -17.8% | +105.4% | -123.1% | -23.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling