-14.0%
ABT vs TLN
+1.6%
-15.6%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.8% | +3.9% | +0.9% |
| 7D | -1.3% | +11.0% | -12.3% | -0.3% |
| 30D | +6.0% | +4.9% | +1.1% | +6.8% |
| 3M | -1.9% | +4.9% | -6.8% | -1.0% |
| 6M | +31.2% | +7.1% | +24.1% | +31.9% |
| YTD | -11.2% | +0.3% | -11.5% | -11.1% |
| 1Y | -14.0% | +5.9% | -19.9% | -13.6% |
| All | -14.0% | +1.6% | -15.6% | -13.6% |
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