+46.1%
TRI vs ABCL
-81.3%
+127.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.2% | -4.2% | -5.4% |
| 7D | -0.5% | +0.7% | -1.2% | -0.5% |
| 30D | +7.9% | +93.1% | -85.2% | +3.8% |
| 3M | +24.1% | +79.4% | -55.4% | +19.5% |
| 6M | +3.8% | +214.9% | -211.1% | -3.1% |
| YTD | -16.9% | +234.2% | -251.1% | -22.9% |
| 1Y | -38.4% | +174.8% | -213.2% | -42.5% |
| 3Y | -12.2% | +104.5% | -116.7% | -18.5% |
| 5Y | -1.8% | -39.0% | +37.2% | -6.7% |
| All | +46.1% | -81.3% | +127.3% | +38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling