+209.7%
ABT vs TPR
+299.5%
-89.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.3% | +3.0% | +0.2% |
| 7D | -4.7% | -7.3% | +2.6% | -3.6% |
| 30D | -3.1% | -30.7% | +27.6% | +2.2% |
| 3M | +16.1% | -21.6% | +37.8% | +20.1% |
| 6M | -5.3% | -21.3% | +16.0% | -2.5% |
| YTD | -14.4% | -10.2% | -4.3% | -13.9% |
| 1Y | -18.4% | +9.5% | -27.9% | -20.7% |
| 3Y | +11.2% | +280.8% | -269.6% | -15.2% |
| 5Y | -9.4% | +218.7% | -228.1% | -30.5% |
| 10Y | +209.7% | +306.7% | -96.9% | +103.0% |
| All | +209.7% | +299.5% | -89.7% | +103.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 TPR 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