-9.4%
ABT vs TFC
+14.8%
-24.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | -4.7% | -1.3% | -3.4% | -4.5% |
| 30D | -3.1% | -2.3% | -0.8% | -2.7% |
| 3M | +16.1% | +2.5% | +13.7% | +15.5% |
| 6M | -5.3% | +9.5% | -14.8% | -6.9% |
| YTD | -14.4% | +5.1% | -19.5% | -15.4% |
| 1Y | -18.4% | +15.5% | -33.9% | -20.7% |
| 3Y | +11.2% | +95.2% | -84.0% | -3.7% |
| 5Y | -9.4% | +14.5% | -23.9% | -8.5% |
| All | -9.4% | +14.8% | -24.1% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling