+693.8%
ABT vs TMF
-69.2%
+762.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.2% | -3.1% | -3.2% |
| 7D | +3.5% | +1.2% | +2.3% | +3.6% |
| 30D | +12.0% | +19.7% | -7.7% | +13.5% |
| 3M | +2.5% | -2.1% | +4.5% | +2.3% |
| 6M | +29.1% | -13.4% | +42.5% | +27.9% |
| YTD | -10.1% | -16.7% | +6.7% | -11.1% |
| 1Y | -9.8% | -23.3% | +13.5% | -11.4% |
| 3Y | +23.3% | -24.8% | +48.1% | +22.4% |
| 5Y | -2.4% | -88.0% | +85.7% | -18.5% |
| 10Y | +239.4% | -84.7% | +324.1% | +206.0% |
| All | +693.8% | -69.2% | +762.9% | +708.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling