+6.7%
ABT vs TEM
+60.7%
-54.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.6% |
| 7D | -3.1% | +3.2% | -6.4% | -3.2% |
| 30D | -2.1% | +23.5% | -25.6% | -2.6% |
| 3M | +17.4% | +32.3% | -14.9% | +16.5% |
| 6M | -2.4% | +23.0% | -25.4% | -3.1% |
| YTD | -14.2% | +8.9% | -23.1% | -14.8% |
| 1Y | -18.3% | -19.9% | +1.5% | -18.5% |
| All | +6.7% | +60.7% | -54.0% | +7.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling