+1,118.6%
ABBV vs TCOM
+246.4%
+872.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.9% |
| 7D | -4.3% | -7.6% | +3.3% | -3.7% |
| 30D | +1.1% | -12.2% | +13.3% | +2.2% |
| 3M | +12.3% | -14.2% | +26.5% | +13.6% |
| 6M | +9.8% | -25.0% | +34.8% | +12.3% |
| YTD | +11.5% | -43.7% | +55.1% | +16.6% |
| 1Y | +22.3% | -44.5% | +66.8% | +28.0% |
| 3Y | +85.2% | +13.4% | +71.7% | +78.5% |
| 5Y | +170.8% | +26.5% | +144.4% | +150.6% |
| 10Y | +485.4% | -10.3% | +495.7% | +441.6% |
| All | +1,118.6% | +246.4% | +872.2% | +873.1% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling