+46.7%
TSN vs ABCL
+210.0%
-163.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | +5.8% | +2.3% | +3.5% | +5.9% |
| 30D | +12.8% | -0.7% | +13.5% | +12.9% |
| 3M | +6.5% | +33.4% | -26.9% | +6.6% |
| 6M | -10.3% | +137.8% | -148.0% | -10.3% |
| YTD | +5.5% | +264.3% | -258.8% | +5.2% |
| 1Y | +15.8% | +209.2% | -193.4% | +15.5% |
| All | +46.7% | +210.0% | -163.3% | +43.5% |
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 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