+862.3%
ABT vs TCOM
+2,694.8%
-1,832.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | -0.3% |
| 7D | -3.7% | -9.5% | +5.8% | -2.9% |
| 30D | +2.5% | -10.7% | +13.2% | +3.4% |
| 3M | +20.2% | -14.6% | +34.8% | +21.6% |
| 6M | -2.9% | -19.3% | +16.4% | -1.4% |
| YTD | -11.9% | -42.9% | +31.0% | -8.1% |
| 1Y | -16.5% | -43.8% | +27.2% | -12.9% |
| 3Y | +12.1% | +2.1% | +10.0% | +9.4% |
| 5Y | -7.4% | +31.2% | -38.6% | -14.1% |
| 10Y | +210.7% | -13.9% | +224.6% | +190.1% |
| All | +862.3% | +2,694.8% | -1,832.5% | +600.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling