+197.1%
ABT vs TRGP
+863.3%
-666.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.8% | -1.3% |
| 7D | -5.9% | +0.1% | -6.0% | -5.9% |
| 30D | -8.1% | +8.0% | -16.1% | -8.7% |
| 3M | +14.5% | +8.3% | +6.3% | +13.7% |
| 6M | -6.3% | +23.9% | -30.2% | -8.0% |
| YTD | -17.1% | +59.6% | -76.8% | -20.3% |
| 1Y | -21.4% | +79.4% | -100.8% | -25.1% |
| 3Y | +5.9% | +269.4% | -263.5% | -5.3% |
| 5Y | -12.8% | +641.6% | -654.4% | -26.0% |
| All | +197.1% | +863.3% | -666.1% | +153.4% |
Cumulative growth
Daily Returns
Daily percentage return beside TRGP.
Daily Out/Under-Performance
Portfolio return minus TRGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRGP 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 TRGP 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