+7.4%
ABT vs TRV
+141.6%
-134.2%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.5% | -2.3% | -1.9% |
| 7D | -5.0% | -1.5% | -3.5% | -4.6% |
| 30D | -5.8% | -1.8% | -4.0% | -5.4% |
| 3M | +16.7% | +21.6% | -4.8% | +11.0% |
| 6M | -5.2% | +22.5% | -27.7% | -10.1% |
| YTD | -16.0% | +28.1% | -44.1% | -21.0% |
| 1Y | -18.3% | +37.0% | -55.3% | -24.4% |
| All | +7.4% | +141.6% | -134.2% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling