+504.9%
ABBV vs TCOM
-9.8%
+514.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-11 to 2026-09-11.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.8% |
| 7D | +0.3% | -4.9% | +5.2% | +0.6% |
| 30D | +3.4% | -14.4% | +17.8% | +4.5% |
| 3M | +15.2% | -17.7% | +32.9% | +16.7% |
| 6M | +14.7% | -25.1% | +39.8% | +16.9% |
| YTD | +15.2% | -45.7% | +60.9% | +20.1% |
| 1Y | +20.4% | -47.9% | +68.2% | +25.8% |
| 3Y | +91.3% | +8.9% | +82.4% | +85.9% |
| 5Y | +189.6% | +26.9% | +162.7% | +171.5% |
| All | +504.9% | -9.8% | +514.7% | +485.7% |
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 2016-09-11 to 2026-09-11: 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…
2016-09-11 to 2026-09-11 analysis · Full analysis span regression · 6 months rolling