-5.3%
TSN vs ABCL
+186.8%
-192.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.7% |
| 7D | -6.3% | +0.7% | -7.0% | -6.3% |
| 30D | -10.8% | +93.1% | -103.9% | -10.2% |
| 3M | -8.8% | +79.4% | -88.2% | -8.0% |
| 6M | -16.8% | +214.9% | -231.7% | -16.5% |
| YTD | -10.0% | +234.2% | -244.2% | -9.7% |
| 1Y | -5.3% | +174.8% | -180.0% | -7.9% |
| All | -5.3% | +186.8% | -192.1% | -7.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling