+201.6%
ABBV vs TCOM
+40.6%
+161.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.2% |
| 7D | +1.3% | -1.8% | +3.1% | +1.3% |
| 30D | +4.7% | +12.1% | -7.4% | +4.4% |
| 3M | +18.3% | -3.2% | +21.5% | +18.4% |
| 6M | +43.4% | -16.6% | +60.0% | +43.9% |
| YTD | +33.0% | -39.4% | +72.4% | +34.3% |
| 1Y | +30.8% | -41.5% | +72.3% | +32.2% |
| 3Y | +135.1% | +24.4% | +110.8% | +135.0% |
| All | +201.6% | +40.6% | +161.0% | +204.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling