+1,156.2%
ABBV vs TCOM
+250.9%
+905.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TCOM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.4% |
| 7D | +0.4% | -9.5% | +9.9% | +1.2% |
| 30D | +4.2% | -10.7% | +14.9% | +5.2% |
| 3M | +14.8% | -14.6% | +29.5% | +16.2% |
| 6M | +10.3% | -19.3% | +29.6% | +12.1% |
| YTD | +14.9% | -42.9% | +57.8% | +20.1% |
| 1Y | +24.1% | -43.8% | +67.9% | +29.9% |
| 3Y | +91.9% | +2.1% | +89.8% | +86.9% |
| 5Y | +176.0% | +31.2% | +144.8% | +154.3% |
| 10Y | +502.9% | -13.9% | +516.9% | +460.5% |
| All | +1,156.2% | +250.9% | +905.3% | +902.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling