+43.7%
ABT vs TE
-53.0%
+96.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.3% | -1.7% | -0.4% |
| 7D | -3.7% | -4.0% | +0.3% | -3.7% |
| 30D | +2.5% | -15.9% | +18.4% | +2.5% |
| 3M | +20.2% | -60.5% | +80.7% | +21.0% |
| 6M | -2.9% | -35.2% | +32.3% | -3.1% |
| YTD | -11.9% | -31.1% | +19.2% | -12.4% |
| 1Y | -16.5% | +148.6% | -165.2% | -19.7% |
| 3Y | +12.1% | -26.4% | +38.5% | +11.4% |
| 5Y | -7.4% | -48.0% | +40.6% | -8.4% |
| All | +43.7% | -53.0% | +96.7% | +47.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling