+6,333.1%
ABT vs TMO
+8,096.9%
-1,763.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.4% | -1.4% | -1.7% |
| 7D | -5.0% | -2.5% | -2.5% | -4.3% |
| 30D | -5.8% | -0.3% | -5.5% | -5.8% |
| 3M | +16.7% | +25.3% | -8.5% | +9.3% |
| 6M | -5.2% | +20.9% | -26.1% | -10.7% |
| YTD | -16.0% | +4.3% | -20.3% | -17.6% |
| 1Y | -18.3% | +27.0% | -45.3% | -24.4% |
| 3Y | +9.2% | +17.5% | -8.3% | +1.6% |
| 5Y | -11.6% | +6.9% | -18.5% | -15.9% |
| 10Y | +204.2% | +332.0% | -127.7% | +105.9% |
| All | +6,333.1% | +8,096.9% | -1,763.8% | +1,941.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling