-11.8%
ABT vs TLN
-1.4%
-10.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.9% | -5.9% | -0.6% |
| 7D | -5.4% | +15.9% | -21.3% | -4.1% |
| 30D | +8.0% | -0.3% | +8.3% | +8.4% |
| 3M | +0.2% | +5.8% | -5.6% | +1.2% |
| 6M | +34.1% | -1.2% | +35.4% | +35.0% |
| YTD | -10.6% | +1.0% | -11.6% | -10.4% |
| 1Y | -11.8% | +1.1% | -12.9% | -11.3% |
| All | -11.8% | -1.4% | -10.4% | -11.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TLN.
Daily Out/Under-Performance
Portfolio return minus TLN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TLN 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 1y: compounded portfolio wealth divided by compounded TLN 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…
1y analysis · Full analysis span regression · 6 months rolling