+209.7%
ABT vs TAP
-51.4%
+261.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.7% | -0.1% |
| 7D | -4.7% | -5.1% | +0.3% | -3.6% |
| 30D | -3.1% | -8.4% | +5.3% | -1.2% |
| 3M | +16.1% | -3.9% | +20.1% | +17.1% |
| 6M | -5.3% | -14.4% | +9.0% | -2.3% |
| YTD | -14.4% | -14.7% | +0.3% | -11.8% |
| 1Y | -18.4% | -18.7% | +0.3% | -15.2% |
| 3Y | +11.2% | -32.6% | +43.8% | +19.3% |
| 5Y | -9.4% | -1.4% | -8.0% | -11.7% |
| 10Y | +209.7% | -50.4% | +260.1% | +220.9% |
| All | +209.7% | -51.4% | +261.1% | +220.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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