-7.4%
ABT vs TMF
-88.6%
+81.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.3% |
| 7D | -1.3% | -9.3% | +8.0% | -0.7% |
| 30D | +6.0% | +1.9% | +4.1% | +5.9% |
| 3M | -1.9% | -11.2% | +9.4% | -1.3% |
| 6M | +31.2% | -17.7% | +48.9% | +32.5% |
| YTD | -11.2% | -24.5% | +13.2% | -10.0% |
| 1Y | -14.0% | -29.4% | +15.5% | -12.5% |
| 3Y | +20.7% | -33.4% | +54.1% | +22.3% |
| All | -7.4% | -88.6% | +81.2% | -4.2% |
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