+234.1%
ABT vs TMF
-82.1%
+316.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.1% |
| 7D | -1.3% | -9.3% | +8.0% | -1.7% |
| 30D | +6.0% | +1.9% | +4.1% | +6.1% |
| 3M | -1.9% | -11.2% | +9.4% | -2.3% |
| 6M | +31.2% | -17.7% | +48.9% | +30.2% |
| YTD | -11.2% | -24.5% | +13.2% | -12.2% |
| 1Y | -14.0% | -29.4% | +15.5% | -15.2% |
| 3Y | +20.7% | -33.4% | +54.1% | +19.8% |
| 5Y | -6.7% | -88.7% | +82.0% | -23.2% |
| All | +234.1% | -82.1% | +316.2% | +196.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TMF.
Daily Out/Under-Performance
Portfolio return minus TMF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMF 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 10y: compounded portfolio wealth divided by compounded TMF 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…
10y analysis · Full analysis span regression · 6 months rolling