+204.4%
ABT vs TMF
-86.8%
+291.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.6% |
| 7D | -3.1% | +1.0% | -4.1% | -3.1% |
| 30D | -2.1% | -1.8% | -0.3% | -2.2% |
| 3M | +17.4% | -8.2% | +25.7% | +17.0% |
| 6M | -2.4% | -19.5% | +17.1% | -3.3% |
| YTD | -14.2% | -16.0% | +1.7% | -14.8% |
| 1Y | -18.3% | -22.5% | +4.2% | -19.2% |
| 3Y | +11.5% | -42.3% | +53.8% | +9.3% |
| 5Y | -9.9% | -87.7% | +77.8% | -24.9% |
| 10Y | +204.4% | -86.5% | +290.9% | +181.3% |
| All | +204.4% | -86.8% | +291.2% | +181.3% |
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