+19.4%
ABBV vs TCOM
-47.3%
+66.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.6% |
| 7D | -2.0% | -6.5% | +4.5% | -1.9% |
| 30D | +2.0% | -16.2% | +18.2% | +2.1% |
| 3M | +14.2% | -19.3% | +33.5% | +14.3% |
| 6M | +14.1% | -27.2% | +41.3% | +14.6% |
| YTD | +14.2% | -46.2% | +60.4% | +14.9% |
| All | +19.4% | -47.3% | +66.7% | +20.7% |
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 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