-83.4%
TTD vs ABCL
-79.6%
-3.8%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.4% |
| 7D | +19.9% | +2.3% | +17.6% | +19.3% |
| 30D | +27.6% | -0.7% | +28.3% | +27.2% |
| 3M | +15.2% | +33.4% | -18.2% | +5.3% |
| 6M | -33.2% | +137.8% | -171.0% | -50.1% |
| YTD | -59.4% | +264.3% | -323.7% | -73.9% |
| 1Y | -64.4% | +209.2% | -273.5% | -76.1% |
| 3Y | -75.9% | +208.4% | -284.3% | -85.9% |
| 5Y | -82.6% | -11.9% | -70.7% | -85.1% |
| All | -83.4% | -79.6% | -3.8% | -82.1% |
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