+21.7%
TW vs ABCL
+138.2%
-116.5%
-27.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.1% |
| 7D | +6.0% | -10.0% | +16.0% | +5.1% |
| 30D | +18.6% | -10.9% | +29.4% | +17.7% |
| 3M | +26.5% | +101.6% | -75.1% | +35.8% |
| 6M | +13.1% | +167.5% | -154.4% | +26.7% |
| YTD | +18.5% | +259.1% | -240.5% | +35.6% |
| 1Y | +21.7% | +152.2% | -130.4% | +38.5% |
| All | +21.7% | +138.2% | -116.5% | +38.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling