-9.1%
ABT vs TT
+144.3%
-153.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.2% | -2.5% |
| 7D | -3.1% | +1.6% | -4.7% | -3.4% |
| 30D | -2.1% | -7.3% | +5.2% | -0.7% |
| 3M | +17.4% | -2.6% | +20.0% | +17.5% |
| 6M | -2.4% | +5.9% | -8.3% | -4.5% |
| YTD | -14.2% | +15.4% | -29.6% | -17.9% |
| 1Y | -18.3% | +8.2% | -26.6% | -20.9% |
| 3Y | +11.5% | +122.7% | -111.1% | -18.1% |
| All | -9.1% | +144.3% | -153.4% | -41.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling