+2,075.3%
ABT vs TD
+7,806.2%
-5,730.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.7% | -2.3% |
| 7D | -3.1% | +0.9% | -4.0% | -3.4% |
| 30D | -2.1% | -0.7% | -1.5% | -2.0% |
| 3M | +17.4% | +6.3% | +11.2% | +15.2% |
| 6M | -2.4% | +27.9% | -30.3% | -9.0% |
| YTD | -14.2% | +29.8% | -44.0% | -20.4% |
| 1Y | -18.3% | +63.7% | -82.0% | -28.9% |
| 3Y | +11.5% | +128.3% | -116.8% | -12.2% |
| 5Y | -9.9% | +125.5% | -135.4% | -29.1% |
| 10Y | +204.4% | +296.7% | -92.3% | +103.5% |
| All | +2,075.3% | +7,806.2% | -5,730.9% | +586.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling