-10.0%
ABT vs TMF
-22.6%
+12.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | +11.6% | +16.3% | -4.7% | +9.2% |
| 3M | +3.1% | -2.7% | +5.8% | +3.2% |
| 6M | +32.8% | -13.2% | +46.0% | +35.0% |
| YTD | -9.6% | -16.7% | +7.1% | -6.5% |
| All | -10.0% | -22.6% | +12.5% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling