+876.2%
TTMI vs ABCL
-81.2%
+957.5%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | +12.2% | +1.4% | +10.7% | +11.9% |
| 30D | -5.7% | +65.1% | -70.8% | -14.3% |
| 3M | -27.5% | +111.1% | -138.6% | -37.3% |
| 6M | +47.1% | +231.6% | -184.5% | +16.8% |
| YTD | +87.5% | +234.5% | -147.0% | +47.4% |
| 1Y | +175.2% | +174.3% | +0.9% | +123.1% |
| 3Y | +901.9% | +111.5% | +790.5% | +694.0% |
| 5Y | +843.5% | -37.3% | +880.8% | +671.5% |
| All | +876.2% | -81.2% | +957.5% | +692.7% |
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