+86.7%
ABBV vs TCOM
+8.5%
+78.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.2% | +4.1% | +1.0% |
| 7D | -4.1% | -10.2% | +6.0% | -3.7% |
| 30D | +1.2% | -16.8% | +18.0% | +1.9% |
| 3M | +12.1% | -16.7% | +28.8% | +12.8% |
| 6M | +12.0% | -27.1% | +39.1% | +13.4% |
| YTD | +12.4% | -45.5% | +57.9% | +15.0% |
| 1Y | +22.9% | -45.9% | +68.8% | +25.8% |
| All | +86.7% | +8.5% | +78.2% | +91.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling