-14.0%
ABT vs TPG
+74.1%
-88.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.6% | -3.0% | -1.6% |
| 7D | -5.9% | -9.4% | +3.5% | -4.5% |
| 30D | -8.1% | -5.3% | -2.8% | -7.4% |
| 3M | +14.5% | +12.9% | +1.6% | +12.2% |
| 6M | -6.3% | +20.1% | -26.4% | -9.3% |
| YTD | -17.1% | -22.5% | +5.4% | -14.5% |
| 1Y | -21.4% | -19.7% | -1.7% | -19.5% |
| 3Y | +5.9% | +81.2% | -75.3% | -13.1% |
| All | -14.0% | +74.1% | -88.1% | -32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPG.
Daily Out/Under-Performance
Portfolio return minus TPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPG 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 TPG 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