+499.9%
ABBV vs TCOM
-10.5%
+510.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.7% |
| 7D | -2.0% | -6.5% | +4.5% | -1.5% |
| 30D | +2.0% | -16.2% | +18.2% | +3.3% |
| 3M | +14.2% | -19.3% | +33.5% | +15.8% |
| 6M | +14.1% | -27.2% | +41.3% | +16.6% |
| YTD | +14.2% | -46.2% | +60.4% | +19.2% |
| 1Y | +24.2% | -46.6% | +70.8% | +29.6% |
| 3Y | +89.8% | +8.4% | +81.4% | +84.4% |
| 5Y | +187.2% | +25.8% | +161.4% | +169.4% |
| All | +499.9% | -10.5% | +510.4% | +481.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling