+197.1%
ABT vs TTMI
+1,127.6%
-930.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.4% | -4.7% | -1.7% |
| 7D | -5.9% | +0.7% | -6.6% | -6.0% |
| 30D | -8.1% | -8.4% | +0.4% | -7.6% |
| 3M | +14.5% | -32.5% | +47.0% | +17.7% |
| 6M | -6.3% | +32.5% | -38.8% | -12.3% |
| YTD | -17.1% | +83.2% | -100.4% | -26.4% |
| 1Y | -21.4% | +161.7% | -183.0% | -34.5% |
| 3Y | +5.9% | +890.1% | -884.2% | -32.6% |
| 5Y | -12.8% | +832.4% | -845.2% | -45.4% |
| All | +197.1% | +1,127.6% | -930.4% | +69.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TTMI.
Daily Out/Under-Performance
Portfolio return minus TTMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TTMI 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 TTMI 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