+225.8%
TT vs ABCL
-80.4%
+306.2%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -4.1% | +5.0% | +1.2% |
| 7D | +3.5% | -2.7% | +6.2% | +3.7% |
| 30D | -11.0% | -5.4% | -5.6% | -10.8% |
| 3M | -12.0% | +22.4% | -34.4% | -13.4% |
| 6M | -10.4% | +127.6% | -138.0% | -16.2% |
| YTD | +9.9% | +249.4% | -239.5% | -0.7% |
| 1Y | +1.5% | +198.0% | -196.5% | -7.5% |
| 3Y | +93.7% | +195.8% | -102.1% | +71.0% |
| 5Y | +139.2% | -20.6% | +159.8% | +120.5% |
| All | +225.8% | -80.4% | +306.2% | +216.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling