+369.4%
TTMI vs ABCL
+156.0%
+213.3%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.9% | +6.7% | +0.2% | +5.2% |
| 7D | -19.8% | -3.2% | -16.6% | -18.9% |
| 30D | -48.1% | -7.4% | -40.7% | -46.6% |
| 3M | -51.2% | +81.9% | -133.2% | -58.0% |
| 6M | -59.6% | +135.7% | -195.3% | -68.4% |
| YTD | -3.6% | +247.4% | -251.0% | -32.8% |
| 1Y | -2.3% | +162.3% | -164.6% | -27.3% |
| 3Y | +369.4% | +165.5% | +203.9% | +231.5% |
| All | +369.4% | +156.0% | +213.3% | +231.5% |
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 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