+555.8%
ABT vs TRGP
+2,265.4%
-1,709.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -2.7% |
| 7D | -3.1% | -0.6% | -2.5% | -3.1% |
| 30D | -2.1% | +14.6% | -16.7% | -3.3% |
| 3M | +17.4% | +11.9% | +5.5% | +16.1% |
| 6M | -2.4% | +25.3% | -27.7% | -4.5% |
| YTD | -14.2% | +61.9% | -76.1% | -18.1% |
| 1Y | -18.3% | +87.3% | -105.6% | -23.1% |
| 3Y | +11.5% | +268.0% | -256.5% | -2.0% |
| 5Y | -9.9% | +638.2% | -648.1% | -25.9% |
| 10Y | +204.4% | +821.9% | -617.6% | +134.8% |
| All | +555.8% | +2,265.4% | -1,709.6% | +316.1% |
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