+127.9%
TT vs ABCL
-21.8%
+149.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.7% | -4.4% | +1.9% |
| 7D | -2.0% | -3.2% | +1.2% | -1.9% |
| 30D | -14.0% | -7.4% | -6.6% | -13.7% |
| 3M | -15.9% | +81.9% | -97.8% | -20.5% |
| 6M | -17.3% | +135.7% | -153.0% | -24.5% |
| YTD | +4.0% | +247.4% | -243.4% | -9.2% |
| 1Y | -7.1% | +162.3% | -169.4% | -16.9% |
| 3Y | +90.2% | +165.5% | -75.2% | +62.6% |
| All | +127.9% | -21.8% | +149.7% | +107.2% |
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