-86.0%
TTD vs ABCL
-80.5%
-5.5%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.7% | -5.8% | -0.6% |
| 7D | +5.2% | -3.2% | +8.4% | +5.6% |
| 30D | +6.9% | -7.4% | +14.4% | +8.0% |
| 3M | -26.8% | +81.9% | -108.8% | -39.5% |
| 6M | -46.1% | +135.7% | -181.9% | -59.8% |
| YTD | -65.9% | +247.4% | -313.3% | -77.9% |
| 1Y | -71.8% | +162.3% | -234.1% | -80.3% |
| 3Y | -83.3% | +165.5% | -248.8% | -89.8% |
| 5Y | -81.1% | -21.3% | -59.9% | -83.5% |
| All | -86.0% | -80.5% | -5.5% | -84.8% |
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 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