+42.2%
TSN vs ABCL
+156.0%
-113.8%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.7% | -7.5% | -0.7% |
| 7D | +4.6% | -3.2% | +7.8% | +4.6% |
| 30D | +15.4% | -7.4% | +22.8% | +15.4% |
| 3M | +2.9% | +81.9% | -79.0% | +3.0% |
| 6M | -10.8% | +135.7% | -146.5% | -10.9% |
| YTD | +4.5% | +247.4% | -242.9% | +4.0% |
| 1Y | +19.5% | +162.3% | -142.7% | +19.1% |
| 3Y | +42.2% | +165.5% | -123.3% | +40.7% |
| All | +42.2% | +156.0% | -113.8% | +40.7% |
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