+146.0%
TT vs ABCL
-41.3%
+187.3%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.7% |
| 7D | -0.2% | +0.7% | -0.9% | -0.3% |
| 30D | -7.4% | +93.1% | -100.5% | -12.6% |
| 3M | -3.2% | +79.4% | -82.6% | -8.6% |
| 6M | +1.1% | +214.9% | -213.8% | -9.7% |
| YTD | +15.6% | +234.2% | -218.6% | +2.1% |
| 1Y | +9.2% | +174.8% | -165.6% | -2.6% |
| 3Y | +124.4% | +104.5% | +19.9% | +98.3% |
| All | +146.0% | -41.3% | +187.3% | +123.8% |
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