+502.7%
ABT vs TNA
+990.0%
-487.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -2.4% |
| 7D | -3.1% | +4.1% | -7.2% | -3.7% |
| 30D | -2.1% | -7.6% | +5.5% | -1.1% |
| 3M | +17.4% | +8.1% | +9.3% | +15.6% |
| 6M | -2.4% | +49.0% | -51.4% | -8.9% |
| YTD | -14.2% | +51.7% | -65.9% | -20.5% |
| 1Y | -18.3% | +59.6% | -78.0% | -25.4% |
| 3Y | +11.5% | +118.9% | -107.4% | -9.2% |
| 5Y | -9.9% | -19.2% | +9.3% | -20.1% |
| 10Y | +204.4% | +77.2% | +127.1% | +104.0% |
| All | +502.7% | +990.0% | -487.2% | +170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling