-11.4%
TSN vs ABCL
-81.3%
+69.9%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.6% | -0.6% |
| 7D | -6.3% | +0.7% | -7.0% | -6.3% |
| 30D | -10.8% | +93.1% | -103.9% | -11.9% |
| 3M | -8.8% | +79.4% | -88.2% | -9.9% |
| 6M | -16.8% | +214.9% | -231.7% | -19.0% |
| YTD | -10.0% | +234.2% | -244.2% | -12.6% |
| 1Y | -5.3% | +174.8% | -180.0% | -7.8% |
| 3Y | +8.5% | +104.5% | -95.9% | +5.4% |
| 5Y | -22.9% | -39.0% | +16.1% | -24.7% |
| All | -11.4% | -81.3% | +69.9% | -16.6% |
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