+67.7%
TW vs ABCL
-81.3%
+149.0%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +0.8% |
| 7D | -2.3% | +0.7% | -3.0% | -2.3% |
| 30D | +3.9% | +93.1% | -89.1% | +2.5% |
| 3M | +5.7% | +79.4% | -73.7% | +4.2% |
| 6M | -14.5% | +214.9% | -229.4% | -17.4% |
| YTD | -0.9% | +234.2% | -235.1% | -4.7% |
| 1Y | -13.5% | +174.8% | -188.3% | -16.5% |
| 3Y | +25.0% | +104.5% | -79.5% | +20.9% |
| 5Y | +22.7% | -39.0% | +61.7% | +23.2% |
| All | +67.7% | -81.3% | +149.0% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling