+197.1%
ABT vs TRI
+196.2%
+0.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.7% | -3.1% | -1.9% |
| 7D | -5.9% | -7.9% | +2.0% | -3.4% |
| 30D | -8.1% | -4.5% | -3.6% | -7.1% |
| 3M | +14.5% | +22.1% | -7.6% | +5.5% |
| 6M | -6.3% | -2.8% | -3.5% | -7.5% |
| YTD | -17.1% | -23.4% | +6.3% | -10.9% |
| 1Y | -21.4% | -41.5% | +20.2% | -5.1% |
| 3Y | +5.9% | -19.2% | +25.1% | +5.9% |
| 5Y | -12.8% | -9.4% | -3.4% | -19.3% |
| All | +197.1% | +196.2% | +0.9% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TRI.
Daily Out/Under-Performance
Portfolio return minus TRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRI 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 TRI 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