+51.0%
TRI vs ABCL
-81.0%
+131.9%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.8% | +3.1% | +0.5% |
| 7D | -7.5% | +4.4% | -11.9% | -7.7% |
| 30D | +3.9% | -7.9% | +11.8% | +4.0% |
| 3M | +7.2% | +12.2% | -5.0% | +5.9% |
| 6M | +27.0% | +134.7% | -107.8% | +20.0% |
| YTD | -14.0% | +239.8% | -253.8% | -20.7% |
| 1Y | -17.7% | +192.7% | -210.4% | -23.5% |
| 3Y | -10.7% | +187.6% | -198.3% | -18.8% |
| 5Y | +0.6% | -22.6% | +23.2% | -5.1% |
| All | +51.0% | -81.0% | +131.9% | +42.2% |
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