-11.3%
ABT vs TNA
-23.3%
+12.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.4% | -1.5% |
| 7D | -5.9% | -7.3% | +1.4% | -5.1% |
| 30D | -8.1% | -14.2% | +6.1% | -6.6% |
| 3M | +14.5% | -4.6% | +19.1% | +14.7% |
| 6M | -6.3% | +36.9% | -43.2% | -10.5% |
| YTD | -17.1% | +42.5% | -59.7% | -21.6% |
| 1Y | -21.4% | +45.8% | -67.1% | -26.2% |
| 3Y | +5.9% | +104.7% | -98.7% | -11.3% |
| All | -11.3% | -23.3% | +12.1% | -22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling