+6,784.1%
ABT vs TT
+14,465.8%
-7,681.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.4% | -5.6% | -3.8% |
| 7D | +3.5% | -2.0% | +5.5% | +3.9% |
| 30D | +12.0% | -14.0% | +26.0% | +15.5% |
| 3M | +2.5% | -15.9% | +18.3% | +6.0% |
| 6M | +29.1% | -17.3% | +46.4% | +33.5% |
| YTD | -10.1% | +4.0% | -14.0% | -12.0% |
| 1Y | -9.8% | -7.1% | -2.7% | -9.6% |
| 3Y | +23.3% | +90.2% | -67.0% | +3.0% |
| 5Y | -2.4% | +131.1% | -133.5% | -22.8% |
| 10Y | +239.4% | +777.7% | -538.3% | +97.3% |
| All | +6,784.1% | +14,465.8% | -7,681.7% | +1,793.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling