-5.9%
ABT vs TMO
+26.9%
-32.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.1% | +4.5% | +5.3% |
| 7D | +12.5% | +0.3% | +12.3% | +12.4% |
| 30D | +16.1% | +4.3% | +11.8% | +14.7% |
| 3M | +10.2% | +25.1% | -14.9% | +3.7% |
| 6M | +33.7% | +52.9% | -19.2% | +19.1% |
| YTD | -5.5% | +22.2% | -27.7% | -12.7% |
| 1Y | -5.9% | +25.4% | -31.3% | -14.4% |
| All | -5.9% | +26.9% | -32.8% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TMO.
Daily Out/Under-Performance
Portfolio return minus TMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TMO 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 TMO 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