-0.6%
TRI vs ABCL
-8.0%
+7.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.1% |
| 7D | -1.6% | +2.3% | -3.9% | -1.8% |
| 30D | +5.0% | -0.7% | +5.7% | +4.8% |
| 3M | +4.6% | +33.4% | -28.8% | +1.9% |
| 6M | +18.3% | +137.8% | -119.5% | +9.9% |
| YTD | -14.7% | +264.3% | -279.0% | -23.5% |
| 1Y | -16.7% | +209.2% | -225.9% | -24.6% |
| 3Y | -11.3% | +208.4% | -219.8% | -22.2% |
| 5Y | -0.6% | -11.9% | +11.3% | -5.5% |
| All | -0.6% | -8.0% | +7.4% | -5.5% |
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