+6,467.5%
ABT vs TRV
+6,550.0%
-82.5%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TRV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.3% |
| 7D | -3.1% | +0.5% | -3.6% | -3.3% |
| 30D | -2.1% | -4.9% | +2.7% | -0.8% |
| 3M | +17.4% | +23.7% | -6.3% | +10.5% |
| 6M | -2.4% | +20.3% | -22.7% | -7.5% |
| YTD | -14.2% | +27.1% | -41.3% | -20.1% |
| 1Y | -18.3% | +35.3% | -53.7% | -25.3% |
| 3Y | +11.5% | +139.8% | -128.3% | -14.2% |
| 5Y | -9.9% | +153.9% | -163.7% | -32.3% |
| 10Y | +204.4% | +285.9% | -81.5% | +97.2% |
| All | +6,467.5% | +6,550.0% | -82.5% | +1,395.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling