+197.1%
ABT vs TMO
+338.2%
-141.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.9% |
| 7D | -5.9% | -0.6% | -5.2% | -5.6% |
| 30D | -8.1% | +1.1% | -9.2% | -8.7% |
| 3M | +14.5% | +28.3% | -13.8% | +0.6% |
| 6M | -6.3% | +23.3% | -29.5% | -16.7% |
| YTD | -17.1% | +5.5% | -22.6% | -20.5% |
| 1Y | -21.4% | +24.5% | -45.9% | -31.4% |
| 3Y | +5.9% | +19.6% | -13.6% | -9.1% |
| 5Y | -12.8% | +8.1% | -20.9% | -22.4% |
| All | +197.1% | +338.2% | -141.1% | +9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling