+847.9%
TTMI vs ABCL
-81.3%
+929.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.8% | -1.2% | +10.1% | +9.0% |
| 7D | +5.9% | +0.7% | +5.2% | +5.7% |
| 30D | -4.3% | +93.1% | -97.4% | -15.4% |
| 3M | -32.0% | +79.4% | -111.5% | -39.6% |
| 6M | +19.5% | +214.9% | -195.4% | -4.3% |
| YTD | +82.0% | +234.2% | -152.2% | +43.1% |
| 1Y | +172.6% | +174.8% | -2.1% | +121.0% |
| 3Y | +744.7% | +104.5% | +640.2% | +571.4% |
| 5Y | +805.6% | -39.0% | +844.6% | +640.5% |
| All | +847.9% | -81.3% | +929.2% | +669.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling