+201.2%
ABT vs TFC
+98.5%
+102.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.4% | -2.1% | -1.9% |
| 7D | -5.0% | -2.5% | -2.5% | -4.5% |
| 30D | -5.8% | -2.8% | -3.0% | -5.2% |
| 3M | +16.7% | +2.1% | +14.6% | +16.0% |
| 6M | -5.2% | +10.1% | -15.4% | -7.4% |
| YTD | -16.0% | +5.4% | -21.4% | -17.3% |
| 1Y | -18.3% | +16.3% | -34.6% | -21.3% |
| 3Y | +9.2% | +95.9% | -86.6% | -8.8% |
| 5Y | -11.6% | +16.0% | -27.5% | -17.6% |
| All | +201.2% | +98.5% | +102.8% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TFC.
Daily Out/Under-Performance
Portfolio return minus TFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TFC 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 10y: compounded portfolio wealth divided by compounded TFC 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…
10y analysis · Full analysis span regression · 6 months rolling