-19.8%
TLT vs ABT
+205.6%
-225.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -0.3% | -4.7% | +4.5% | -0.5% |
| 30D | 0.0% | -3.1% | +3.1% | -0.2% |
| 3M | -2.9% | +16.1% | -19.0% | -2.1% |
| 6M | -6.3% | -5.3% | -0.9% | -6.5% |
| YTD | -3.3% | -14.4% | +11.1% | -4.2% |
| 1Y | -4.2% | -18.4% | +14.2% | -5.3% |
| 3Y | -1.7% | +11.2% | -12.9% | 0.0% |
| 5Y | -34.9% | -9.4% | -25.5% | -35.2% |
| 10Y | -19.8% | +209.7% | -229.6% | -9.8% |
| All | -19.8% | +205.6% | -225.5% | -9.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ABT.
Daily Out/Under-Performance
Portfolio return minus ABT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABT 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 ABT 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