+419.8%
TXN vs ABT
+201.3%
+218.5%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.4% | +5.2% | +4.4% |
| 7D | +4.0% | -5.9% | +9.9% | +6.8% |
| 30D | -2.9% | -8.1% | +5.2% | +0.6% |
| 3M | -9.1% | +14.5% | -23.6% | -16.1% |
| 6M | +36.6% | -6.3% | +42.9% | +38.7% |
| YTD | +57.5% | -17.1% | +74.6% | +69.5% |
| 1Y | +49.5% | -21.4% | +70.9% | +65.0% |
| 3Y | +76.5% | +5.9% | +70.6% | +61.0% |
| 5Y | +62.4% | -12.8% | +75.1% | +63.3% |
| All | +419.8% | +201.3% | +218.5% | +182.3% |
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