+209.7%
ABT vs TT
+906.5%
-696.8%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.2% |
| 7D | -4.7% | +1.4% | -6.2% | -5.1% |
| 30D | -3.1% | -6.7% | +3.5% | -1.2% |
| 3M | +16.1% | -5.4% | +21.6% | +17.4% |
| 6M | -5.3% | +4.4% | -9.7% | -7.6% |
| YTD | -14.4% | +14.9% | -29.4% | -19.3% |
| 1Y | -18.4% | +9.3% | -27.7% | -22.1% |
| 3Y | +11.2% | +121.7% | -110.5% | -21.2% |
| 5Y | -9.4% | +148.2% | -157.5% | -40.2% |
| 10Y | +209.7% | +957.3% | -747.5% | +8.5% |
| All | +209.7% | +906.5% | -696.8% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TT.
Daily Out/Under-Performance
Portfolio return minus TT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TT 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 10y: compounded portfolio wealth divided by compounded TT 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…
10y analysis · Full analysis span regression · 6 months rolling