-72.0%
TTD vs ABCL
+138.2%
-210.2%
-75.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.8% | +2.1% | +2.8% |
| 7D | +3.7% | -10.0% | +13.7% | +4.1% |
| 30D | +10.4% | -10.9% | +21.3% | +10.9% |
| 3M | -31.6% | +101.6% | -133.2% | -34.7% |
| 6M | -45.1% | +167.5% | -212.6% | -49.5% |
| YTD | -65.1% | +259.1% | -324.2% | -69.7% |
| 1Y | -72.0% | +152.2% | -224.2% | -72.8% |
| All | -72.0% | +138.2% | -210.2% | -72.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling