+40.5%
TW vs ABCL
+156.0%
-115.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.7% | -6.6% | +0.4% |
| 7D | +4.2% | -3.2% | +7.4% | +4.1% |
| 30D | +18.9% | -7.4% | +26.3% | +18.7% |
| 3M | +23.8% | +81.9% | -58.1% | +27.3% |
| 6M | +17.0% | +135.7% | -118.7% | +22.2% |
| YTD | +19.2% | +247.4% | -228.1% | +25.8% |
| 1Y | +20.1% | +162.3% | -142.2% | +26.3% |
| 3Y | +40.5% | +165.5% | -125.0% | +52.5% |
| All | +40.5% | +156.0% | -115.5% | +52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling