-7.0%
ABT vs TMF
-87.5%
+80.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.4% |
| 7D | -3.7% | -1.4% | -2.2% | -3.6% |
| 30D | +2.5% | -2.8% | +5.3% | +2.6% |
| 3M | +20.2% | -10.9% | +31.1% | +20.8% |
| 6M | -2.9% | -21.3% | +18.4% | -1.9% |
| YTD | -11.9% | -15.9% | +3.9% | -11.3% |
| 1Y | -16.5% | -15.7% | -0.8% | -16.0% |
| 3Y | +12.1% | -43.4% | +55.5% | +13.7% |
| All | -7.0% | -87.5% | +80.5% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling