+6.4%
ABT vs TEM
+53.2%
-46.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.7% | +4.4% | -0.2% |
| 7D | -4.7% | -1.1% | -3.7% | -4.7% |
| 30D | -3.1% | +11.3% | -14.4% | -3.4% |
| 3M | +16.1% | +25.5% | -9.4% | +15.4% |
| 6M | -5.3% | +17.1% | -22.5% | -6.0% |
| YTD | -14.4% | +3.8% | -18.2% | -14.9% |
| 1Y | -18.4% | -24.4% | +5.9% | -18.5% |
| All | +6.4% | +53.2% | -46.8% | +7.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling