+187.2%
ABBV vs TCOM
+21.5%
+165.7%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.3% | +2.9% | +1.7% |
| 7D | -2.0% | -6.5% | +4.5% | -1.9% |
| 30D | +2.0% | -16.2% | +18.2% | +2.3% |
| 3M | +14.2% | -19.3% | +33.5% | +14.6% |
| 6M | +14.1% | -27.2% | +41.3% | +14.8% |
| YTD | +14.2% | -46.2% | +60.4% | +15.7% |
| 1Y | +24.2% | -46.6% | +70.8% | +25.8% |
| 3Y | +89.8% | +8.4% | +81.4% | +90.2% |
| 5Y | +187.2% | +25.8% | +161.4% | +192.5% |
| All | +187.2% | +21.5% | +165.7% | +192.5% |
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