+9.5%
ABT vs TEM
+61.6%
-52.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -3.7% | +0.9% | -4.6% | -3.7% |
| 30D | +2.5% | +38.4% | -35.9% | +1.8% |
| 3M | +20.2% | +23.7% | -3.5% | +19.4% |
| 6M | -2.9% | +26.0% | -28.9% | -3.7% |
| YTD | -11.9% | +9.4% | -21.4% | -12.5% |
| 1Y | -16.5% | -17.3% | +0.7% | -16.7% |
| All | +9.5% | +61.6% | -52.0% | +10.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling