+36.0%
ABT vs TXG
+27.0%
+9.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TXG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +3.3% | -4.7% | -1.7% |
| 7D | -5.9% | +9.5% | -15.4% | -6.7% |
| 30D | -8.1% | +18.8% | -26.8% | -9.7% |
| 3M | +14.5% | +136.1% | -121.6% | +4.6% |
| 6M | -6.3% | +235.2% | -241.5% | -17.8% |
| YTD | -17.1% | +320.5% | -337.7% | -29.2% |
| 1Y | -21.4% | +425.2% | -446.6% | -35.0% |
| 3Y | +5.9% | +42.9% | -37.0% | -1.6% |
| 5Y | -12.8% | -62.8% | +50.1% | -7.5% |
| All | +36.0% | +27.0% | +9.0% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TXG.
Daily Out/Under-Performance
Portfolio return minus TXG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TXG 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 TXG 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