-5.9%
ABT vs TEM
-11.1%
+5.2%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -2.8% | +8.4% | +5.6% |
| 7D | +12.5% | -1.3% | +13.8% | +12.5% |
| 30D | +16.1% | -9.5% | +25.6% | +16.3% |
| 3M | +10.2% | +60.7% | -50.5% | +9.3% |
| 6M | +33.7% | +35.5% | -1.8% | +32.3% |
| YTD | -5.5% | +28.0% | -33.6% | -8.1% |
| 1Y | -5.9% | -10.5% | +4.6% | -7.8% |
| All | -5.9% | -11.1% | +5.2% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM 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 1y: compounded portfolio wealth divided by compounded TEM 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…
1y analysis · Full analysis span regression · 6 months rolling