+62.6%
TW vs ABCL
-81.9%
+144.5%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.4% | +3.4% | 0.0% |
| 7D | -0.5% | -2.7% | +2.2% | -0.5% |
| 30D | -0.6% | +18.3% | -18.9% | -1.0% |
| 3M | +3.4% | +108.5% | -105.1% | +1.5% |
| 6M | -18.4% | +213.9% | -232.4% | -21.3% |
| YTD | -3.9% | +223.1% | -227.0% | -7.6% |
| 1Y | -13.3% | +160.6% | -173.9% | -16.2% |
| 3Y | +20.8% | +104.3% | -83.4% | +16.7% |
| 5Y | +20.3% | -40.0% | +60.3% | +20.8% |
| All | +62.6% | -81.9% | +144.5% | +73.4% |
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