+875.1%
ABT vs TTMI
+504.4%
+370.7%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TTMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +8.8% | -9.3% | -1.0% |
| 7D | -3.7% | +5.9% | -9.5% | -4.1% |
| 30D | +2.5% | -4.3% | +6.8% | +2.6% |
| 3M | +20.2% | -32.0% | +52.2% | +22.3% |
| 6M | -2.9% | +19.5% | -22.4% | -6.0% |
| YTD | -11.9% | +82.0% | -94.0% | -17.7% |
| 1Y | -16.5% | +172.6% | -189.2% | -24.8% |
| 3Y | +12.1% | +744.7% | -732.5% | -9.1% |
| 5Y | -7.4% | +805.6% | -813.0% | -26.0% |
| 10Y | +210.7% | +1,057.6% | -846.9% | +139.6% |
| All | +875.1% | +504.4% | +370.7% | +532.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling