+11.5%
ABT vs TLN
+494.5%
-483.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.8% | -5.4% | -2.5% |
| 7D | -3.1% | +10.9% | -14.0% | -2.8% |
| 30D | -2.1% | -6.3% | +4.2% | -2.3% |
| 3M | +17.4% | -10.7% | +28.1% | +17.0% |
| 6M | -2.4% | +1.6% | -4.0% | -2.6% |
| YTD | -14.2% | -13.1% | -1.1% | -14.5% |
| 1Y | -18.3% | -15.1% | -3.3% | -18.6% |
| 3Y | +11.5% | +495.0% | -483.5% | +15.1% |
| All | +11.5% | +494.5% | -483.0% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling