+40.7%
ABBV vs TCOM
-39.6%
+80.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.2% | -0.1% | +3.0% |
| 7D | +3.1% | +10.7% | -7.6% | +2.8% |
| 30D | +11.6% | +10.1% | +1.6% | +11.3% |
| 3M | +21.7% | -8.9% | +30.5% | +21.6% |
| 6M | +43.5% | -19.2% | +62.7% | +44.3% |
| YTD | +32.9% | -40.6% | +73.5% | +33.4% |
| 1Y | +40.7% | -39.0% | +79.7% | +40.5% |
| All | +40.7% | -39.6% | +80.3% | +40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside TCOM.
Daily Out/Under-Performance
Portfolio return minus TCOM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TCOM 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 TCOM 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