+494.0%
TTMI vs ABCL
-80.4%
+574.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | -4.1% | +13.1% | +9.7% |
| 7D | +7.2% | -2.7% | +9.9% | +8.0% |
| 30D | -28.7% | -5.4% | -23.2% | -27.4% |
| 3M | -39.8% | +22.4% | -62.2% | -41.6% |
| 6M | -51.7% | +127.6% | -179.3% | -58.9% |
| YTD | +14.1% | +249.4% | -235.4% | -10.5% |
| 1Y | +16.0% | +198.0% | -182.0% | -6.5% |
| 3Y | +452.7% | +195.8% | +256.9% | +326.7% |
| 5Y | +451.5% | -20.6% | +472.1% | +351.2% |
| All | +494.0% | -80.4% | +574.4% | +381.5% |
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