+429.1%
TTMI vs ABCL
+185.8%
+243.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.8% | -2.6% |
| 7D | +11.4% | -3.3% | +14.7% | +12.3% |
| 30D | -28.3% | -7.1% | -21.2% | -26.2% |
| 3M | -46.7% | +4.7% | -51.4% | -47.0% |
| 6M | -56.1% | +140.9% | -197.0% | -65.8% |
| YTD | +7.4% | +236.0% | -228.6% | -24.4% |
| 1Y | +17.4% | +217.4% | -200.0% | -15.9% |
| 3Y | +429.1% | +188.7% | +240.4% | +269.8% |
| All | +429.1% | +185.8% | +243.3% | +269.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling