-18.0%
TSN vs ABCL
-26.2%
+8.2%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.7% |
| 7D | -1.4% | -3.3% | +1.8% | -1.4% |
| 30D | +8.5% | -7.1% | +15.6% | +8.5% |
| 3M | +5.3% | +4.7% | +0.5% | +5.0% |
| 6M | -10.5% | +140.9% | -151.4% | -12.9% |
| YTD | +3.0% | +236.0% | -233.0% | -1.0% |
| 1Y | +12.1% | +217.4% | -205.3% | +7.9% |
| 3Y | +43.1% | +188.7% | -145.6% | +35.7% |
| All | -18.0% | -26.2% | +8.2% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling