-20.3%
ABT vs TRV
+36.9%
-57.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -2.0% |
| 7D | -5.0% | -1.5% | -3.5% | -4.5% |
| 30D | -5.8% | -1.8% | -4.0% | -5.2% |
| 3M | +16.7% | +21.6% | -4.8% | +8.8% |
| 6M | -5.2% | +22.5% | -27.7% | -11.7% |
| YTD | -16.0% | +28.1% | -44.1% | -21.5% |
| All | -20.3% | +36.9% | -57.2% | -27.0% |
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