-11.3%
ABT vs TRV
+162.8%
-174.1%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.4% | -2.0% |
| 7D | -5.9% | +1.9% | -7.8% | -6.4% |
| 30D | -8.1% | +1.7% | -9.8% | -8.6% |
| 3M | +14.5% | +23.9% | -9.4% | +7.2% |
| 6M | -6.3% | +26.3% | -32.6% | -12.8% |
| YTD | -17.1% | +30.8% | -47.9% | -23.7% |
| 1Y | -21.4% | +36.3% | -57.7% | -28.5% |
| 3Y | +5.9% | +145.0% | -139.1% | -21.3% |
| All | -11.3% | +162.8% | -174.1% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling