+14.1%
ABT vs TLN
+683.0%
-668.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TLN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.2% | -6.7% | +0.8% |
| 7D | +0.3% | +9.1% | -8.7% | +0.7% |
| 30D | +11.6% | -4.1% | +15.7% | +11.7% |
| 3M | +3.1% | +4.4% | -1.3% | +3.5% |
| 6M | +32.8% | -6.0% | +38.8% | +33.1% |
| YTD | -9.6% | -3.1% | -6.5% | -9.4% |
| 1Y | -10.4% | -6.1% | -4.3% | -10.2% |
| 3Y | +25.8% | +575.3% | -549.5% | +28.9% |
| All | +14.1% | +683.0% | -668.9% | +19.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling