+104.7%
TW vs ABCL
-79.6%
+184.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.3% | +1.4% | +1.1% |
| 7D | +3.1% | +2.3% | +0.8% | +3.1% |
| 30D | +16.7% | -0.7% | +17.4% | +16.6% |
| 3M | +25.2% | +33.4% | -8.2% | +24.3% |
| 6M | +19.5% | +137.8% | -118.3% | +16.7% |
| YTD | +21.0% | +264.3% | -243.3% | +16.0% |
| 1Y | +19.0% | +209.2% | -190.2% | +14.7% |
| 3Y | +40.7% | +208.4% | -167.7% | +32.6% |
| 5Y | +40.1% | -11.9% | +52.0% | +39.7% |
| All | +104.7% | -79.6% | +184.3% | +117.7% |
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