+9.3%
ABT vs TE
-22.1%
+31.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.0% | +2.7% | -0.3% |
| 7D | -4.7% | +15.0% | -19.7% | -4.5% |
| 30D | -3.1% | -7.5% | +4.4% | -3.2% |
| 3M | +16.1% | -42.0% | +58.1% | +15.8% |
| 6M | -5.3% | -31.4% | +26.1% | -5.5% |
| YTD | -14.4% | -26.5% | +12.0% | -14.5% |
| 1Y | -18.4% | +153.1% | -171.5% | -18.5% |
| All | +9.3% | -22.1% | +31.4% | +9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling