+676.2%
ABT vs TDG
+12,839.7%
-12,163.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | -4.7% | -2.4% | -2.3% | -4.3% |
| 30D | -3.1% | -8.0% | +4.9% | -1.5% |
| 3M | +16.1% | -10.5% | +26.6% | +18.7% |
| 6M | -5.3% | -11.9% | +6.6% | -3.0% |
| YTD | -14.4% | -15.4% | +0.9% | -11.8% |
| 1Y | -18.4% | -14.2% | -4.2% | -16.2% |
| 3Y | +11.2% | +51.0% | -39.8% | +0.1% |
| 5Y | -9.4% | +126.5% | -135.8% | -25.9% |
| 10Y | +209.7% | +535.6% | -325.8% | +91.0% |
| All | +676.2% | +12,839.7% | -12,163.5% | +174.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TDG.
Daily Out/Under-Performance
Portfolio return minus TDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TDG 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 TDG 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