-83.1%
TTD vs ABCL
-81.2%
-1.9%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.6% |
| 7D | +21.3% | -3.3% | +24.6% | +22.3% |
| 30D | +28.7% | -7.1% | +35.8% | +30.2% |
| 3M | +7.7% | +4.7% | +3.0% | +4.3% |
| 6M | -23.5% | +140.9% | -164.4% | -43.2% |
| YTD | -58.7% | +236.0% | -294.7% | -73.0% |
| 1Y | -63.4% | +217.4% | -280.8% | -75.8% |
| 3Y | -75.3% | +188.7% | -264.0% | -85.4% |
| 5Y | -84.4% | -23.5% | -60.9% | -86.3% |
| All | -83.1% | -81.2% | -1.9% | -81.4% |
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