+21,202.8%
TXN vs ABT
+6,338.3%
+14,864.4%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.4% | +5.2% | +4.3% |
| 7D | +4.0% | -5.9% | +9.9% | +6.0% |
| 30D | -2.9% | -8.1% | +5.2% | -0.3% |
| 3M | -9.1% | +14.5% | -23.6% | -14.0% |
| 6M | +36.6% | -6.3% | +42.9% | +37.7% |
| YTD | +57.5% | -17.1% | +74.6% | +64.9% |
| 1Y | +49.5% | -21.4% | +70.9% | +59.1% |
| 3Y | +76.5% | +5.9% | +70.6% | +67.6% |
| 5Y | +62.4% | -12.8% | +75.1% | +63.7% |
| 10Y | +429.7% | +200.1% | +229.6% | +263.3% |
| All | +21,202.8% | +6,338.3% | +14,864.4% | +4,956.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling