-12.8%
ABT vs TPG
+71.4%
-84.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.0% | +2.3% | -1.2% |
| 7D | -5.0% | -11.8% | +6.8% | -3.2% |
| 30D | -5.8% | -6.3% | +0.5% | -5.0% |
| 3M | +16.7% | +13.6% | +3.2% | +14.3% |
| 6M | -5.2% | +13.8% | -19.1% | -7.5% |
| YTD | -16.0% | -23.7% | +7.8% | -13.1% |
| 1Y | -18.3% | -18.2% | -0.1% | -16.6% |
| 3Y | +9.2% | +80.1% | -70.9% | -10.4% |
| All | -12.8% | +71.4% | -84.1% | -30.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling