-11.6%
ABT vs TCOM
+21.5%
-33.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.7% |
| 7D | -5.0% | -6.5% | +1.5% | -4.7% |
| 30D | -5.8% | -16.2% | +10.4% | -5.0% |
| 3M | +16.7% | -19.3% | +36.1% | +17.9% |
| 6M | -5.2% | -27.2% | +22.0% | -3.9% |
| YTD | -16.0% | -46.2% | +30.2% | -13.6% |
| 1Y | -18.3% | -46.6% | +28.4% | -15.9% |
| 3Y | +9.2% | +8.4% | +0.8% | +7.0% |
| 5Y | -11.6% | +25.8% | -37.4% | -17.6% |
| All | -11.6% | +21.5% | -33.1% | -17.6% |
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