+102.6%
TW vs ABCL
-79.5%
+182.1%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.2% | -4.8% | +0.3% |
| 7D | +3.4% | +12.4% | -9.0% | +3.2% |
| 30D | +15.5% | -0.4% | +15.8% | +15.4% |
| 3M | +25.1% | +80.4% | -55.2% | +23.4% |
| 6M | +18.2% | +138.5% | -120.4% | +15.5% |
| YTD | +19.7% | +265.5% | -245.8% | +14.7% |
| 1Y | +18.1% | +219.7% | -201.6% | +13.8% |
| 3Y | +40.5% | +209.4% | -168.9% | +32.5% |
| 5Y | +37.1% | -15.0% | +52.1% | +36.8% |
| All | +102.6% | -79.5% | +182.1% | +115.4% |
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