+689.1%
ABT vs TMF
-70.3%
+759.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.1% | -1.1% |
| 7D | -5.4% | -3.4% | -2.0% | -5.6% |
| 30D | +8.0% | +11.5% | -3.5% | +8.8% |
| 3M | +0.2% | -4.5% | +4.7% | -0.1% |
| 6M | +34.1% | -15.0% | +49.1% | +32.7% |
| YTD | -10.6% | -19.9% | +9.2% | -11.9% |
| 1Y | -11.8% | -26.6% | +14.8% | -13.6% |
| 3Y | +23.9% | -29.8% | +53.7% | +22.3% |
| 5Y | -5.1% | -88.2% | +83.1% | -20.8% |
| 10Y | +228.6% | -81.4% | +310.0% | +202.5% |
| All | +689.1% | -70.3% | +759.5% | +701.4% |
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