-16.5%
ABT vs TRV
+34.7%
-51.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | +0.1% |
| 7D | -3.7% | -0.1% | -3.5% | -3.6% |
| 30D | +2.5% | -3.4% | +5.9% | +3.8% |
| 3M | +20.2% | +26.4% | -6.2% | +10.3% |
| 6M | -2.9% | +19.3% | -22.2% | -9.3% |
| YTD | -11.9% | +28.3% | -40.3% | -18.2% |
| 1Y | -16.5% | +34.3% | -50.8% | -24.2% |
| All | -16.5% | +34.7% | -51.2% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TRV.
Daily Out/Under-Performance
Portfolio return minus TRV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TRV 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 1y: compounded portfolio wealth divided by compounded TRV 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…
1y analysis · Full analysis span regression · 6 months rolling