+1,156.2%
ABBV vs TD
+380.6%
+775.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.4% | -0.1% | -1.0% |
| 7D | +0.4% | +0.3% | +0.1% | +0.3% |
| 30D | +4.2% | +0.4% | +3.8% | +3.9% |
| 3M | +14.8% | +7.6% | +7.2% | +11.5% |
| 6M | +10.3% | +25.0% | -14.7% | +1.4% |
| YTD | +14.9% | +31.0% | -16.1% | +3.7% |
| 1Y | +24.1% | +65.2% | -41.0% | +2.9% |
| 3Y | +91.9% | +122.5% | -30.6% | +40.8% |
| 5Y | +176.0% | +124.8% | +51.2% | +97.5% |
| 10Y | +502.9% | +298.2% | +204.7% | +233.9% |
| All | +1,156.2% | +380.6% | +775.6% | +496.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TD.
Daily Out/Under-Performance
Portfolio return minus TD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TD 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 TD 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