+99.7%
TXN vs ABT
-4.8%
+104.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.6% | -5.9% | +0.8% |
| 7D | +1.0% | +12.5% | -11.5% | +3.6% |
| 30D | +6.1% | +16.1% | -10.0% | +9.6% |
| 3M | +10.4% | +10.2% | +0.2% | +12.7% |
| 6M | +12.6% | +33.7% | -21.1% | +18.2% |
| YTD | +83.5% | -5.5% | +89.0% | +103.5% |
| 1Y | +99.7% | -5.9% | +105.6% | +121.9% |
| All | +99.7% | -4.8% | +104.5% | +121.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling