+578.6%
ABT vs TRGP
+2,299.4%
-1,720.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.8% | +1.2% |
| 7D | -1.3% | +12.4% | -13.7% | -2.3% |
| 30D | +6.0% | +2.6% | +3.4% | +5.7% |
| 3M | -1.9% | +11.9% | -13.7% | -3.0% |
| 6M | +31.2% | +13.9% | +17.3% | +29.3% |
| YTD | -11.2% | +64.2% | -75.4% | -15.4% |
| 1Y | -14.0% | +78.5% | -92.5% | -18.7% |
| 3Y | +20.7% | +272.9% | -252.2% | +5.9% |
| 5Y | -6.7% | +510.7% | -517.4% | -22.1% |
| 10Y | +226.3% | +821.0% | -594.7% | +151.7% |
| All | +578.6% | +2,299.4% | -1,720.8% | +329.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling