+197.1%
ABT vs TCOM
-9.8%
+206.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.4% |
| 7D | -5.9% | -4.9% | -1.0% | -5.5% |
| 30D | -8.1% | -14.4% | +6.3% | -6.8% |
| 3M | +14.5% | -17.7% | +32.2% | +16.4% |
| 6M | -6.3% | -25.1% | +18.8% | -4.0% |
| YTD | -17.1% | -45.7% | +28.6% | -12.7% |
| 1Y | -21.4% | -47.9% | +26.5% | -16.9% |
| 3Y | +5.9% | +8.9% | -3.0% | +1.7% |
| 5Y | -12.8% | +26.9% | -39.6% | -20.3% |
| All | +197.1% | -9.8% | +206.9% | +171.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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