+35.3%
ABT vs TE
-52.9%
+88.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.7% | -2.0% | -1.4% |
| 7D | -5.9% | +0.2% | -6.1% | -5.9% |
| 30D | -8.1% | -5.9% | -2.2% | -8.1% |
| 3M | +14.5% | -45.6% | +60.1% | +14.9% |
| 6M | -6.3% | -43.4% | +37.1% | -6.3% |
| YTD | -17.1% | -31.0% | +13.9% | -17.5% |
| 1Y | -21.4% | +145.2% | -166.6% | -24.3% |
| 3Y | +5.9% | -24.1% | +30.0% | +5.0% |
| 5Y | -12.8% | -48.1% | +35.4% | -13.6% |
| All | +35.3% | -52.9% | +88.1% | +39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 10y: compounded portfolio wealth divided by compounded TE 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…
10y analysis · Full analysis span regression · 6 months rolling