-7.4%
ABT vs TCOM
+40.6%
-48.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +1.1% |
| 7D | -1.3% | -1.8% | +0.5% | -1.2% |
| 30D | +6.0% | +12.1% | -6.0% | +5.4% |
| 3M | -1.9% | -3.2% | +1.3% | -1.8% |
| 6M | +31.2% | -16.6% | +47.8% | +32.2% |
| YTD | -11.2% | -39.4% | +28.2% | -9.2% |
| 1Y | -14.0% | -41.5% | +27.6% | -11.8% |
| 3Y | +20.7% | +24.4% | -3.7% | +17.1% |
| All | -7.4% | +40.6% | -48.0% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling