-7.4%
ABT vs TD
+101.4%
-108.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.3% | +1.1% | -2.4% | -1.6% |
| 30D | +6.0% | +5.2% | +0.8% | +4.6% |
| 3M | -1.9% | +1.2% | -3.1% | -2.3% |
| 6M | +31.2% | +17.7% | +13.4% | +24.4% |
| YTD | -11.2% | +34.2% | -45.5% | -19.3% |
| 1Y | -14.0% | +55.4% | -69.4% | -25.5% |
| 3Y | +20.7% | +130.4% | -109.7% | -9.5% |
| All | -7.4% | +101.4% | -108.8% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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