+5.9%
ABT vs TCOM
+8.0%
-2.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.8% | -2.2% | -1.4% |
| 7D | -5.9% | -4.9% | -1.0% | -5.7% |
| 30D | -8.1% | -14.4% | +6.3% | -7.7% |
| 3M | +14.5% | -17.7% | +32.2% | +15.1% |
| 6M | -6.3% | -25.1% | +18.8% | -5.6% |
| YTD | -17.1% | -45.7% | +28.6% | -15.8% |
| 1Y | -21.4% | -47.9% | +26.5% | -20.1% |
| 3Y | +5.9% | +8.9% | -3.0% | +6.8% |
| All | +5.9% | +8.0% | -2.1% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling