+230.2%
ABT vs TPR
+365.1%
-134.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.3% | -1.8% |
| 7D | -5.6% | -1.1% | -4.4% | -5.4% |
| 30D | +5.2% | +15.1% | -9.9% | +2.8% |
| 3M | -2.7% | -13.4% | +10.7% | -1.0% |
| 6M | +28.8% | +1.4% | +27.5% | +27.7% |
| YTD | -12.3% | +4.8% | -17.0% | -13.9% |
| 1Y | -14.7% | +29.2% | -43.9% | -19.0% |
| 3Y | +21.6% | +403.7% | -382.1% | -11.6% |
| 5Y | -7.8% | +230.8% | -238.6% | -29.5% |
| All | +230.2% | +365.1% | -134.9% | +112.9% |
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