+43.6%
TW vs ABCL
+189.1%
-145.5%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.6% | +0.7% |
| 7D | +3.2% | +4.4% | -1.2% | +3.4% |
| 30D | +19.7% | -7.9% | +27.5% | +19.5% |
| 3M | +26.8% | +12.2% | +14.6% | +27.8% |
| 6M | +20.9% | +134.7% | -113.9% | +26.2% |
| YTD | +22.9% | +239.8% | -216.9% | +29.6% |
| 1Y | +20.4% | +192.7% | -172.3% | +26.7% |
| All | +43.6% | +189.1% | -145.5% | +60.3% |
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