+197.1%
ABT vs TNA
+86.1%
+111.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -1.5% |
| 7D | -5.9% | -7.3% | +1.4% | -4.9% |
| 30D | -8.1% | -14.2% | +6.1% | -6.1% |
| 3M | +14.5% | -4.6% | +19.1% | +14.8% |
| 6M | -6.3% | +36.9% | -43.2% | -11.8% |
| YTD | -17.1% | +42.5% | -59.7% | -22.8% |
| 1Y | -21.4% | +45.8% | -67.1% | -27.6% |
| 3Y | +5.9% | +104.7% | -98.7% | -14.6% |
| 5Y | -12.8% | -21.7% | +8.9% | -22.9% |
| All | +197.1% | +86.1% | +111.0% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside TNA.
Daily Out/Under-Performance
Portfolio return minus TNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TNA 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 TNA 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